+192.7%
VSH vs SCHG
+459.0%
-266.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.3% | +5.2% |
| 7D | +4.8% | -1.0% | +5.8% | +6.0% |
| 30D | -0.7% | -1.3% | +0.6% | +0.7% |
| 3M | -43.1% | +5.4% | -48.5% | -46.1% |
| 6M | +91.8% | +14.4% | +77.4% | +67.8% |
| YTD | +131.6% | +8.0% | +123.6% | +115.6% |
| 1Y | +118.1% | +12.7% | +105.4% | +95.2% |
| 3Y | +40.9% | +85.6% | -44.7% | -24.0% |
| 5Y | +75.8% | +85.5% | -9.8% | -6.7% |
| All | +192.7% | +459.0% | -266.3% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling