+630.7%
SCHW vs VXUS
+176.5%
+454.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.9% |
| 30D | -1.1% | +0.7% | -1.7% | -1.8% |
| 3M | +20.4% | +4.8% | +15.6% | +13.7% |
| 6M | +13.6% | +11.3% | +2.3% | -0.6% |
| YTD | +7.7% | +16.5% | -8.8% | -10.6% |
| 1Y | +15.2% | +24.3% | -9.1% | -10.9% |
| 3Y | +87.1% | +74.5% | +12.7% | -1.8% |
| 5Y | +57.5% | +54.3% | +3.1% | -5.0% |
| 10Y | +295.1% | +150.1% | +145.0% | +40.7% |
| All | +630.7% | +176.5% | +454.2% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling