+559.1%
SCHD vs VXUS
+226.4%
+332.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -1.1% | +1.6% | -2.7% | -2.2% |
| 30D | +1.5% | +1.0% | +0.5% | +0.8% |
| 3M | +7.4% | +5.7% | +1.8% | +2.9% |
| 6M | +12.4% | +13.6% | -1.2% | +1.6% |
| YTD | +27.5% | +17.4% | +10.1% | +12.3% |
| 1Y | +30.0% | +25.1% | +4.9% | +9.2% |
| 3Y | +56.5% | +75.8% | -19.3% | +1.6% |
| 5Y | +60.7% | +55.4% | +5.3% | +13.5% |
| 10Y | +237.8% | +146.4% | +91.4% | +71.3% |
| All | +559.1% | +226.4% | +332.7% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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