+209.4%
IEFA vs ET
+444.7%
-235.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -2.1% | +4.6% | -6.7% | -2.8% |
| 3M | +5.5% | +16.0% | -10.5% | +3.1% |
| 6M | +8.1% | +22.8% | -14.7% | +4.6% |
| YTD | +11.9% | +38.9% | -26.9% | +6.2% |
| 1Y | +18.1% | +34.1% | -16.0% | +12.6% |
| 3Y | +65.5% | +98.8% | -33.4% | +48.0% |
| 5Y | +50.1% | +246.8% | -196.8% | +23.3% |
| 10Y | +144.2% | +174.4% | -30.1% | +96.6% |
| All | +209.4% | +444.7% | -235.3% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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