+21.8%
VZ vs SCHG
+69.4%
-47.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +1.5% | +2.7% | -1.3% | +1.4% |
| 30D | +4.4% | -5.2% | +9.5% | +4.5% |
| 3M | -2.4% | -5.2% | +2.8% | -2.2% |
| 6M | +1.4% | -0.6% | +2.0% | +1.3% |
| YTD | +21.4% | +4.7% | +16.7% | +20.9% |
| 1Y | +20.3% | +6.0% | +14.2% | +19.6% |
| 3Y | +57.4% | +78.9% | -21.5% | +43.5% |
| All | +21.8% | +69.4% | -47.6% | +2.6% |
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