+86.8%
SCHW vs VEA
+75.8%
+11.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.6% |
| 7D | -1.9% | -1.5% | -0.4% | -1.1% |
| 30D | -1.6% | -0.8% | -0.8% | -1.2% |
| 3M | +21.3% | +2.5% | +18.8% | +19.3% |
| 6M | +16.5% | +11.1% | +5.3% | +8.0% |
| YTD | +8.4% | +17.2% | -8.8% | -3.8% |
| 1Y | +15.6% | +24.5% | -8.9% | -2.1% |
| 3Y | +86.8% | +75.4% | +11.4% | +12.7% |
| All | +86.8% | +75.8% | +11.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 3y: compounded portfolio wealth divided by compounded VEA 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…
3y analysis · Full analysis span regression · 6 months rolling