+282.9%
VZ vs SCHG
+1,145.2%
-862.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +7.9% | +0.2% | +7.7% | +7.8% |
| 3M | +13.6% | +2.2% | +11.4% | +12.7% |
| 6M | +1.1% | +15.0% | -13.9% | -3.3% |
| YTD | +29.3% | +9.2% | +20.1% | +25.4% |
| 1Y | +21.2% | +15.7% | +5.5% | +15.3% |
| 3Y | +75.9% | +87.3% | -11.4% | +38.8% |
| 5Y | +24.1% | +84.5% | -60.4% | -3.5% |
| 10Y | +62.4% | +448.7% | -386.3% | -27.8% |
| All | +282.9% | +1,145.2% | -862.2% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling