+1,075.1%
VST vs SCHG
+427.6%
+647.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | +6.6% | +2.7% | +3.8% | +4.3% |
| 30D | -12.4% | -5.2% | -7.2% | -8.2% |
| 3M | -9.0% | -5.2% | -3.8% | -4.6% |
| 6M | -6.4% | -0.6% | -5.9% | -5.7% |
| YTD | -17.2% | +4.7% | -21.9% | -20.0% |
| 1Y | -22.0% | +6.0% | -28.1% | -25.3% |
| 3Y | +296.7% | +78.9% | +217.8% | +177.8% |
| 5Y | +637.6% | +69.9% | +567.7% | +421.6% |
| 10Y | +1,138.2% | +433.0% | +705.2% | +279.2% |
| All | +1,075.1% | +427.6% | +647.5% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling