+59.6%
SCHW vs FXI
-6.8%
+66.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -2.8% | -2.8% | 0.0% | -2.2% |
| 30D | -0.1% | -3.7% | +3.6% | +0.6% |
| 3M | +20.6% | -0.4% | +21.0% | +20.6% |
| 6M | +15.9% | -5.4% | +21.4% | +17.0% |
| YTD | +8.5% | -9.6% | +18.1% | +10.3% |
| 1Y | +17.8% | -11.9% | +29.8% | +20.3% |
| 3Y | +88.5% | +37.8% | +50.7% | +73.2% |
| All | +59.6% | -6.8% | +66.5% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling