+609.3%
SCHW vs VEA
+163.7%
+445.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +2.0% |
| 7D | -2.8% | -2.1% | -0.7% | -0.6% |
| 30D | -0.1% | -1.1% | +1.0% | +1.0% |
| 3M | +20.6% | +5.1% | +15.5% | +13.4% |
| 6M | +15.9% | +9.8% | +6.2% | +2.7% |
| YTD | +8.5% | +15.9% | -7.4% | -9.6% |
| 1Y | +17.8% | +24.6% | -6.7% | -9.3% |
| 3Y | +88.5% | +75.5% | +13.0% | -1.2% |
| 5Y | +60.6% | +59.4% | +1.2% | -6.5% |
| 10Y | +298.0% | +160.3% | +137.7% | +39.0% |
| All | +609.3% | +163.7% | +445.6% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling