+60.2%
SCHD vs EWJ
+50.5%
+9.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.5% |
| 7D | -2.0% | +0.3% | -2.2% | -2.1% |
| 30D | -0.4% | +0.8% | -1.2% | -0.8% |
| 3M | +5.7% | +7.5% | -1.8% | +2.1% |
| 6M | +11.9% | +15.6% | -3.7% | +4.1% |
| YTD | +26.4% | +22.7% | +3.7% | +13.8% |
| 1Y | +27.6% | +26.4% | +1.2% | +12.9% |
| 3Y | +54.9% | +72.5% | -17.6% | +13.4% |
| All | +60.2% | +50.5% | +9.6% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling