+182.8%
VXUS vs SCHG
+929.6%
-746.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.2% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | +1.0% | -1.5% | +2.5% | +2.0% |
| 3M | +5.7% | +4.4% | +1.3% | +2.4% |
| 6M | +13.6% | +15.7% | -2.1% | +2.3% |
| YTD | +17.4% | +8.3% | +9.1% | +10.8% |
| 1Y | +25.1% | +14.2% | +10.8% | +13.4% |
| 3Y | +75.8% | +88.3% | -12.4% | +7.8% |
| 5Y | +55.4% | +83.5% | -28.1% | -5.5% |
| 10Y | +146.4% | +444.2% | -297.8% | -47.1% |
| All | +182.8% | +929.6% | -746.9% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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