+106.8%
FAST vs IEFA
+52.0%
+54.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | +1.3% | +1.2% | +0.1% | +0.5% |
| 30D | -4.7% | -0.6% | -4.2% | -4.4% |
| 3M | +7.9% | +6.2% | +1.7% | +3.6% |
| 6M | +7.4% | +11.2% | -3.7% | -0.3% |
| YTD | +25.1% | +14.2% | +10.9% | +13.7% |
| 1Y | +4.7% | +20.0% | -15.3% | -8.1% |
| 3Y | +94.7% | +68.8% | +25.9% | +33.3% |
| 5Y | +106.8% | +52.7% | +54.1% | +46.2% |
| All | +106.8% | +52.0% | +54.7% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling