+53.4%
EFA vs FDS
-23.5%
+76.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.6% |
| 7D | -0.5% | -8.8% | +8.3% | +0.9% |
| 30D | -1.3% | -1.4% | 0.0% | -1.3% |
| 3M | +5.2% | +13.9% | -8.7% | +2.5% |
| 6M | +9.4% | +27.4% | -18.0% | +3.4% |
| YTD | +12.7% | -2.5% | +15.2% | +13.6% |
| 1Y | +19.3% | -23.8% | +43.1% | +28.9% |
| 3Y | +66.3% | -32.5% | +98.8% | +84.2% |
| 5Y | +53.4% | -23.2% | +76.5% | +70.1% |
| All | +53.4% | -23.5% | +76.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling