+63.7%
IEFA vs FDS
-36.6%
+100.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | -0.5% |
| 7D | -2.4% | -16.0% | +13.6% | -1.4% |
| 30D | -2.1% | -6.7% | +4.6% | -1.7% |
| 3M | +5.5% | +6.0% | -0.4% | +4.9% |
| 6M | +8.1% | +25.1% | -17.0% | +5.1% |
| YTD | +11.9% | -8.1% | +20.1% | +14.4% |
| 1Y | +18.1% | -26.0% | +44.1% | +26.9% |
| All | +63.7% | -36.6% | +100.3% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling