+294.9%
SCHW vs VXUS
+151.1%
+143.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.1% |
| 7D | -1.9% | -1.4% | -0.4% | -0.5% |
| 30D | -1.6% | -0.5% | -1.2% | -1.3% |
| 3M | +21.3% | +2.6% | +18.7% | +17.4% |
| 6M | +16.5% | +10.9% | +5.6% | +2.8% |
| YTD | +8.4% | +16.1% | -7.7% | -9.3% |
| 1Y | +15.6% | +22.3% | -6.7% | -8.6% |
| 3Y | +86.8% | +72.0% | +14.8% | -0.1% |
| 5Y | +60.5% | +54.1% | +6.4% | -1.8% |
| All | +294.9% | +151.1% | +143.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VXUS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling