+222.9%
EWY vs SCHW
+86.6%
+136.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | +7.3% | -1.6% | +8.9% | +7.4% |
| 3M | -5.1% | +21.3% | -26.4% | -8.4% |
| 6M | +42.1% | +16.5% | +25.6% | +38.0% |
| YTD | +94.1% | +8.4% | +85.7% | +91.4% |
| 1Y | +147.8% | +15.6% | +132.2% | +140.5% |
| 3Y | +222.9% | +86.8% | +136.1% | +178.1% |
| All | +222.9% | +86.6% | +136.3% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling