+144.6%
IEFA vs ED
+108.5%
+36.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | +3.4% | +0.5% | +3.0% | +3.2% |
| 6M | +9.5% | -3.1% | +12.6% | +9.9% |
| YTD | +13.0% | +9.8% | +3.2% | +10.3% |
| 1Y | +18.0% | +12.6% | +5.4% | +14.3% |
| 3Y | +65.4% | +31.4% | +34.0% | +52.6% |
| 5Y | +51.6% | +69.4% | -17.9% | +30.5% |
| All | +144.6% | +108.5% | +36.1% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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