+1,046.2%
SCHW vs EFA
+382.5%
+663.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.7% |
| 7D | -2.8% | -2.4% | -0.4% | -0.2% |
| 30D | -0.1% | -2.2% | +2.2% | +2.5% |
| 3M | +20.6% | +5.7% | +14.9% | +12.7% |
| 6M | +15.9% | +8.2% | +7.8% | +4.4% |
| YTD | +8.5% | +11.8% | -3.3% | -6.1% |
| 1Y | +17.8% | +18.3% | -0.4% | -4.5% |
| 3Y | +88.5% | +64.9% | +23.6% | +2.8% |
| 5Y | +60.6% | +52.4% | +8.2% | -4.5% |
| 10Y | +298.0% | +142.4% | +155.7% | +41.4% |
| All | +1,046.2% | +382.5% | +663.7% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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