+64.4%
VZ vs SCHD
+236.6%
-172.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -1.0% | -2.6% | +1.7% | +0.7% |
| 30D | +5.8% | -0.3% | +6.1% | +6.0% |
| 3M | +10.5% | +6.1% | +4.4% | +6.8% |
| 6M | +1.8% | +11.7% | -9.9% | -4.7% |
| YTD | +28.3% | +26.3% | +1.9% | +11.7% |
| 1Y | +22.0% | +28.8% | -6.8% | +5.1% |
| 3Y | +81.8% | +55.0% | +26.8% | +39.7% |
| 5Y | +25.3% | +60.0% | -34.7% | -6.0% |
| 10Y | +64.4% | +243.1% | -178.7% | -30.8% |
| All | +64.4% | +236.6% | -172.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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