+45.0%
EEM vs SCHW
+59.3%
-14.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | +2.1% | -1.6% | +3.7% | +2.3% |
| 3M | +1.0% | +21.3% | -20.2% | -2.5% |
| 6M | +15.9% | +16.5% | -0.6% | +12.4% |
| YTD | +24.6% | +8.4% | +16.2% | +22.3% |
| 1Y | +32.3% | +15.6% | +16.7% | +28.2% |
| 3Y | +85.9% | +86.8% | -0.9% | +62.4% |
| All | +45.0% | +59.3% | -14.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling