+830.6%
EEM vs SCHW
+1,761.3%
-930.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -0.7% | -2.8% | +2.1% | +0.4% |
| 30D | +2.4% | -0.1% | +2.5% | +2.3% |
| 3M | +4.2% | +20.6% | -16.4% | -4.4% |
| 6M | +14.8% | +15.9% | -1.2% | +6.6% |
| YTD | +23.1% | +8.5% | +14.6% | +17.1% |
| 1Y | +32.5% | +17.8% | +14.7% | +21.4% |
| 3Y | +85.9% | +88.5% | -2.6% | +34.1% |
| 5Y | +43.6% | +60.6% | -17.1% | +3.4% |
| 10Y | +127.2% | +298.0% | -170.8% | -6.7% |
| All | +830.6% | +1,761.3% | -930.7% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling