+1,003.0%
BE vs SCHW
+127.7%
+875.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +9.0% | -1.9% | +10.9% | +10.0% |
| 30D | +16.3% | -1.6% | +17.9% | +16.8% |
| 3M | +10.8% | +21.3% | -10.5% | -2.1% |
| 6M | +73.2% | +16.5% | +56.7% | +55.7% |
| YTD | +217.4% | +8.4% | +208.9% | +196.8% |
| 1Y | +309.8% | +15.6% | +294.2% | +271.1% |
| 3Y | +1,726.2% | +86.8% | +1,639.3% | +1,163.5% |
| 5Y | +1,306.2% | +60.5% | +1,245.7% | +911.1% |
| All | +1,003.0% | +127.7% | +875.3% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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