+553.3%
FAST vs IEFA
+217.0%
+336.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | +0.6% | -0.9% | -0.8% |
| 30D | -0.8% | +1.0% | -1.8% | -1.6% |
| 3M | +5.8% | +4.7% | +1.0% | +1.8% |
| 6M | +8.0% | +8.6% | -0.6% | +0.7% |
| YTD | +25.6% | +14.8% | +10.8% | +11.9% |
| 1Y | +0.8% | +22.6% | -21.8% | -14.8% |
| 3Y | +86.1% | +67.0% | +19.1% | +21.6% |
| 5Y | +100.2% | +52.3% | +47.9% | +39.9% |
| 10Y | +494.2% | +147.3% | +346.8% | +174.9% |
| All | +553.3% | +217.0% | +336.3% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling