+79.2%
VZ vs SCHG
+85.5%
-6.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.4% |
| 7D | -1.0% | -0.9% | -0.1% | -1.1% |
| 30D | +5.8% | -2.3% | +8.1% | +5.5% |
| 3M | +10.5% | +4.5% | +6.0% | +11.2% |
| 6M | +1.8% | +13.6% | -11.8% | +3.3% |
| YTD | +28.3% | +7.6% | +20.7% | +29.7% |
| 1Y | +22.0% | +13.0% | +8.9% | +23.7% |
| All | +79.2% | +85.5% | -6.2% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling