+238.6%
SCHD vs EWJ
+144.4%
+94.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -1.0% |
| 7D | -2.0% | +0.3% | -2.2% | -2.1% |
| 30D | -0.4% | +0.8% | -1.2% | -1.0% |
| 3M | +5.7% | +7.5% | -1.8% | +0.4% |
| 6M | +11.9% | +15.6% | -3.7% | +0.7% |
| YTD | +26.4% | +22.7% | +3.7% | +8.8% |
| 1Y | +27.6% | +26.4% | +1.2% | +7.3% |
| 3Y | +54.9% | +72.5% | -17.6% | +1.3% |
| 5Y | +60.9% | +52.4% | +8.5% | +15.6% |
| All | +238.6% | +144.4% | +94.2% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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