+295.2%
SCHW vs VXUS
+148.6%
+146.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +2.0% |
| 7D | -2.8% | -1.9% | -0.8% | -0.9% |
| 30D | -0.1% | -0.7% | +0.7% | +0.6% |
| 3M | +20.6% | +4.9% | +15.6% | +13.9% |
| 6M | +15.9% | +9.7% | +6.3% | +3.4% |
| YTD | +8.5% | +15.0% | -6.5% | -8.3% |
| 1Y | +17.8% | +22.4% | -4.6% | -7.0% |
| 3Y | +88.5% | +72.2% | +16.3% | +0.5% |
| 5Y | +60.6% | +52.6% | +8.0% | -0.8% |
| All | +295.2% | +148.6% | +146.6% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling