+1,179.1%
VST vs SCHG
+436.2%
+742.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +19.2% | +4.6% | +14.5% | +15.0% |
| 30D | -17.2% | -6.2% | -10.9% | -12.4% |
| 3M | -8.1% | -3.5% | -4.6% | -5.0% |
| 6M | -8.1% | +0.9% | -9.1% | -8.6% |
| YTD | -16.3% | +5.6% | -21.8% | -19.6% |
| 1Y | -24.1% | +4.4% | -28.6% | -26.4% |
| 3Y | +300.2% | +80.1% | +220.1% | +178.7% |
| 5Y | +645.9% | +71.3% | +574.7% | +424.0% |
| All | +1,179.1% | +436.2% | +742.9% | +298.7% |
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 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