+73.1%
VSH vs SCHG
+84.3%
-11.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -43.1% | +5.4% | -48.5% | -45.9% |
| 6M | +91.8% | +14.4% | +77.4% | +69.3% |
| YTD | +131.6% | +8.0% | +123.6% | +116.4% |
| 1Y | +118.1% | +12.7% | +105.4% | +96.7% |
| 3Y | +40.9% | +85.6% | -44.7% | -16.5% |
| All | +73.1% | +84.3% | -11.2% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling