+553.6%
SCHD vs EWJ
+242.2%
+311.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.8% |
| 7D | -2.0% | +0.3% | -2.2% | -2.1% |
| 30D | -0.4% | +0.8% | -1.2% | -0.9% |
| 3M | +5.7% | +7.5% | -1.8% | +0.9% |
| 6M | +11.9% | +15.6% | -3.7% | +1.9% |
| YTD | +26.4% | +22.7% | +3.7% | +10.7% |
| 1Y | +27.6% | +26.4% | +1.2% | +9.5% |
| 3Y | +54.9% | +72.5% | -17.6% | +7.9% |
| 5Y | +60.9% | +52.4% | +8.5% | +20.1% |
| 10Y | +243.4% | +143.8% | +99.6% | +94.6% |
| All | +553.6% | +242.2% | +311.4% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling