+112.0%
VSH vs SCHG
+16.6%
+95.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +6.0% |
| 7D | +4.1% | -0.7% | +4.8% | +5.2% |
| 30D | -4.2% | +0.2% | -4.4% | -4.7% |
| 3M | -50.0% | +2.2% | -52.2% | -51.5% |
| 6M | +80.2% | +15.0% | +65.2% | +44.7% |
| YTD | +121.1% | +9.2% | +111.9% | +92.2% |
| 1Y | +112.0% | +15.7% | +96.3% | +75.6% |
| All | +112.0% | +16.6% | +95.4% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling