+475.8%
VSH vs SCHG
+1,121.7%
-645.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | +3.1% | -2.7% | +5.8% | +6.6% |
| 30D | -5.7% | -2.2% | -3.5% | -3.1% |
| 3M | -42.5% | +6.2% | -48.6% | -46.3% |
| 6M | +82.7% | +13.4% | +69.3% | +58.9% |
| YTD | +118.2% | +7.1% | +111.1% | +103.2% |
| 1Y | +109.7% | +12.5% | +97.1% | +85.2% |
| 3Y | +35.3% | +86.2% | -50.9% | -34.4% |
| 5Y | +65.6% | +83.9% | -18.3% | -21.5% |
| 10Y | +176.8% | +451.3% | -274.4% | -73.8% |
| All | +475.8% | +1,121.7% | -645.9% | -85.7% |
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 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