+780.6%
VST vs SCHG
+83.3%
+697.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.3% |
| 7D | +9.9% | -0.1% | +9.9% | +9.9% |
| 30D | +7.9% | -1.5% | +9.4% | +9.3% |
| 3M | +3.4% | +4.4% | -1.0% | -0.9% |
| 6M | -4.1% | +15.7% | -19.8% | -16.5% |
| YTD | -5.7% | +8.3% | -14.0% | -12.6% |
| 1Y | -18.9% | +14.2% | -33.1% | -28.0% |
| 3Y | +359.1% | +88.3% | +270.8% | +207.0% |
| All | +780.6% | +83.3% | +697.3% | +450.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling