-20.9%
VST vs SCHG
+16.6%
-37.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.4% |
| 7D | +8.9% | -0.7% | +9.6% | +9.6% |
| 30D | +6.2% | +0.2% | +6.0% | +5.8% |
| 3M | -2.7% | +2.2% | -5.0% | -5.3% |
| 6M | -8.4% | +15.0% | -23.4% | -22.1% |
| YTD | -7.2% | +9.2% | -16.4% | -14.4% |
| 1Y | -20.9% | +15.7% | -36.6% | -35.6% |
| All | -20.9% | +16.6% | -37.5% | -35.6% |
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