+1,216.9%
VST vs SCHG
+450.0%
+766.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.2% |
| 7D | +8.9% | -0.7% | +9.6% | +9.5% |
| 30D | +6.2% | +0.2% | +6.0% | +5.9% |
| 3M | -2.7% | +2.2% | -5.0% | -4.7% |
| 6M | -8.4% | +15.0% | -23.4% | -18.4% |
| YTD | -7.2% | +9.2% | -16.4% | -13.7% |
| 1Y | -20.9% | +15.7% | -36.6% | -29.5% |
| 3Y | +384.0% | +87.3% | +296.7% | +224.8% |
| 5Y | +757.1% | +84.5% | +672.6% | +466.6% |
| All | +1,216.9% | +450.0% | +766.9% | +292.9% |
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