+64.9%
VZ vs SCHG
+459.0%
-394.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.9% | -1.0% | +2.0% | +1.1% |
| 30D | +7.7% | -1.3% | +9.0% | +8.0% |
| 3M | +9.7% | +5.4% | +4.2% | +8.4% |
| 6M | +3.1% | +14.4% | -11.3% | +0.1% |
| YTD | +30.5% | +8.0% | +22.5% | +28.1% |
| 1Y | +22.5% | +12.7% | +9.8% | +19.0% |
| 3Y | +82.4% | +85.6% | -3.2% | +53.1% |
| 5Y | +28.0% | +85.5% | -57.5% | +5.7% |
| All | +64.9% | +459.0% | -394.1% | -16.2% |
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 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