+524.1%
FAST vs IEFA
+143.5%
+380.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.4% |
| 7D | +1.8% | -0.5% | +2.3% | +2.2% |
| 30D | -6.4% | -1.1% | -5.3% | -5.7% |
| 3M | +5.3% | +5.1% | +0.2% | +1.1% |
| 6M | +5.4% | +9.3% | -3.9% | -2.2% |
| YTD | +23.6% | +13.0% | +10.6% | +11.5% |
| 1Y | +4.1% | +19.2% | -15.1% | -10.2% |
| 3Y | +92.4% | +67.0% | +25.4% | +24.9% |
| 5Y | +106.1% | +51.1% | +55.0% | +44.5% |
| 10Y | +524.1% | +146.5% | +377.6% | +192.4% |
| All | +524.1% | +143.5% | +380.6% | +192.4% |
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