+1,197.0%
VST vs SCHG
+439.6%
+757.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +2.0% | -2.7% | +4.7% | +4.2% |
| 30D | +1.5% | -2.2% | +3.7% | +3.3% |
| 3M | +6.3% | +6.2% | +0.1% | +0.9% |
| 6M | -10.3% | +13.4% | -23.7% | -19.2% |
| YTD | -8.6% | +7.1% | -15.7% | -13.7% |
| 1Y | -29.3% | +12.5% | -41.9% | -35.6% |
| 3Y | +344.9% | +86.2% | +258.7% | +200.8% |
| 5Y | +774.8% | +83.9% | +690.9% | +480.7% |
| All | +1,197.0% | +439.6% | +757.4% | +293.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling