+294.9%
SCHW vs FXI
+17.1%
+277.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.9% | -3.9% | +2.0% | -0.5% |
| 30D | -1.6% | -2.1% | +0.5% | -0.9% |
| 3M | +21.3% | -0.5% | +21.7% | +21.3% |
| 6M | +16.5% | -4.5% | +21.0% | +18.1% |
| YTD | +8.4% | -9.2% | +17.7% | +11.7% |
| 1Y | +15.6% | -13.8% | +29.4% | +21.1% |
| 3Y | +86.8% | +36.6% | +50.3% | +58.0% |
| 5Y | +60.5% | -6.7% | +67.2% | +60.3% |
| All | +294.9% | +17.1% | +277.9% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling