+294.9%
SCHW vs EFV
+169.9%
+125.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -1.6% | +0.6% | -2.3% | -2.3% |
| 3M | +21.3% | +7.5% | +13.7% | +12.2% |
| 6M | +16.5% | +13.0% | +3.5% | +1.5% |
| YTD | +8.4% | +18.3% | -9.9% | -10.3% |
| 1Y | +15.6% | +26.7% | -11.1% | -11.3% |
| 3Y | +86.8% | +89.6% | -2.7% | -9.9% |
| 5Y | +60.5% | +98.2% | -37.7% | -25.9% |
| All | +294.9% | +169.9% | +125.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling