+1,232.7%
VST vs SCHG
+441.9%
+790.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +5.3% | -0.9% | +6.2% | +6.0% |
| 30D | +5.8% | -2.3% | +8.0% | +7.7% |
| 3M | +3.5% | +4.5% | -1.0% | -0.4% |
| 6M | -7.4% | +13.6% | -21.0% | -16.7% |
| YTD | -6.1% | +7.6% | -13.7% | -11.6% |
| 1Y | -21.6% | +13.0% | -34.7% | -28.8% |
| 3Y | +357.2% | +87.0% | +270.2% | +208.0% |
| 5Y | +777.0% | +82.9% | +694.2% | +484.3% |
| All | +1,232.7% | +441.9% | +790.8% | +302.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling