+59.9%
VT vs SCHG
+72.9%
-12.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | 0.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.1% |
| 30D | -1.7% | -5.9% | +4.2% | +2.2% |
| 3M | -2.3% | -3.4% | +1.0% | -0.2% |
| 6M | +1.5% | +1.1% | +0.5% | +0.7% |
| YTD | +12.0% | +5.9% | +6.2% | +7.7% |
| 1Y | +12.9% | +4.6% | +8.2% | +9.3% |
| 3Y | +74.9% | +80.6% | -5.7% | +17.2% |
| 5Y | +59.9% | +73.9% | -14.0% | +6.2% |
| All | +59.9% | +72.9% | -12.9% | +6.2% |
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