+54.8%
EFA vs FE
+48.2%
+6.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | -0.7% | -2.1% | +1.4% | -0.2% |
| 3M | +6.4% | +2.6% | +3.8% | +5.6% |
| 6M | +11.4% | -6.8% | +18.2% | +13.2% |
| YTD | +14.0% | +6.9% | +7.1% | +11.7% |
| 1Y | +20.2% | +11.6% | +8.7% | +16.3% |
| 3Y | +68.2% | +47.7% | +20.5% | +48.5% |
| 5Y | +54.8% | +46.2% | +8.6% | +35.3% |
| All | +54.8% | +48.2% | +6.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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