+228.2%
VT vs SCHG
+443.8%
-215.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.1% |
| 7D | -0.1% | -0.9% | +0.7% | +0.5% |
| 30D | -0.7% | -2.3% | +1.6% | +1.0% |
| 3M | +4.0% | +4.5% | -0.5% | +0.6% |
| 6M | +12.3% | +13.6% | -1.3% | +2.2% |
| YTD | +14.0% | +7.6% | +6.5% | +7.9% |
| 1Y | +20.3% | +13.0% | +7.3% | +9.7% |
| 3Y | +75.4% | +87.0% | -11.5% | +8.6% |
| 5Y | +66.0% | +82.9% | -16.9% | +2.7% |
| 10Y | +228.2% | +453.6% | -225.4% | -23.1% |
| All | +228.2% | +443.8% | -215.6% | -23.1% |
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