+548.6%
FAST vs IEFA
+147.6%
+400.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +4.3% | -1.1% | +5.4% | +5.1% |
| 30D | +8.3% | +1.3% | +7.0% | +7.1% |
| 3M | +6.5% | -3.2% | +9.7% | +8.9% |
| 6M | +29.5% | +2.0% | +27.5% | +26.9% |
| YTD | +41.3% | +10.7% | +30.6% | +29.2% |
| 1Y | +37.4% | +13.0% | +24.4% | +23.6% |
| 3Y | +98.5% | +67.1% | +31.4% | +28.7% |
| 5Y | +111.1% | +49.4% | +61.7% | +49.1% |
| 10Y | +548.6% | +148.2% | +400.4% | +216.0% |
| All | +548.6% | +147.6% | +400.9% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling