+559.1%
SCHD vs FXI
+53.1%
+506.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.5% |
| 7D | -1.1% | -1.0% | -0.2% | -0.9% |
| 30D | +1.5% | -3.2% | +4.7% | +2.4% |
| 3M | +7.4% | +1.7% | +5.7% | +6.8% |
| 6M | +12.4% | -1.6% | +13.9% | +12.5% |
| YTD | +27.5% | -7.9% | +35.4% | +29.9% |
| 1Y | +30.0% | -9.6% | +39.6% | +32.9% |
| 3Y | +56.5% | +40.5% | +16.0% | +37.5% |
| 5Y | +60.7% | -6.2% | +66.9% | +56.6% |
| 10Y | +237.8% | +14.2% | +223.6% | +198.9% |
| All | +559.1% | +53.1% | +506.0% | +396.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling