-50.0%
VTRS vs SCHG
+459.0%
-509.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -2.2% | -1.0% | -1.2% | -1.6% |
| 30D | +3.3% | -1.3% | +4.6% | +4.1% |
| 3M | +2.0% | +5.4% | -3.5% | -1.5% |
| 6M | +19.9% | +14.4% | +5.5% | +10.3% |
| YTD | +35.7% | +8.0% | +27.7% | +29.1% |
| 1Y | +68.1% | +12.7% | +55.4% | +55.6% |
| 3Y | +87.1% | +85.6% | +1.5% | +24.6% |
| 5Y | +47.6% | +85.5% | -37.9% | -4.1% |
| All | -50.0% | +459.0% | -509.0% | -89.1% |
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