+366.2%
EFA vs FE
+352.1%
+14.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -1.2% | +5.2% | -6.4% | -3.0% |
| 3M | -5.1% | 0.0% | -5.1% | -5.2% |
| 6M | -1.2% | +5.0% | -6.3% | -3.4% |
| YTD | +7.8% | +7.9% | -0.1% | +4.2% |
| 1Y | +12.2% | +6.3% | +5.8% | +9.0% |
| 3Y | +61.5% | +46.0% | +15.5% | +37.7% |
| 5Y | +45.8% | +45.6% | +0.1% | +22.7% |
| 10Y | +141.8% | +109.3% | +32.5% | +64.5% |
| All | +366.2% | +352.1% | +14.1% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling