-34.9%
VST vs SCHG
+5.5%
-40.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.3% | -15.1% | -15.1% |
| 7D | -15.7% | -2.5% | -13.2% | -13.5% |
| 30D | -17.0% | -5.4% | -11.5% | -11.8% |
| 3M | -15.9% | -2.2% | -13.7% | -13.5% |
| 6M | -25.0% | +5.2% | -30.2% | -28.6% |
| YTD | -25.1% | +6.8% | -31.9% | -27.8% |
| 1Y | -34.9% | +5.9% | -40.8% | -36.8% |
| All | -34.9% | +5.5% | -40.4% | -36.8% |
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