+60.2%
SCHD vs FXI
-6.5%
+66.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.0% | -3.9% | +1.9% | -1.4% |
| 30D | -0.4% | -2.1% | +1.7% | -0.1% |
| 3M | +5.7% | -0.5% | +6.2% | +5.7% |
| 6M | +11.9% | -4.5% | +16.4% | +12.5% |
| YTD | +26.4% | -9.2% | +35.7% | +28.0% |
| 1Y | +27.6% | -13.8% | +41.4% | +30.1% |
| 3Y | +54.9% | +36.6% | +18.4% | +46.1% |
| All | +60.2% | -6.5% | +66.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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