+2,545.5%
VRT vs SCHG
+279.3%
+2,266.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -8.8% |
| 7D | +2.4% | -0.9% | +3.3% | +3.6% |
| 30D | -2.7% | -2.3% | -0.4% | +0.1% |
| 3M | -9.2% | +4.5% | -13.7% | -13.6% |
| 6M | -0.5% | +13.6% | -14.1% | -14.3% |
| YTD | +62.3% | +7.6% | +54.8% | +50.0% |
| 1Y | +109.6% | +13.0% | +96.5% | +84.7% |
| 3Y | +573.1% | +87.0% | +486.1% | +277.8% |
| 5Y | +953.6% | +82.9% | +870.8% | +506.7% |
| All | +2,545.5% | +279.3% | +2,266.3% | +877.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling