+19.2%
IEFA vs FE
+11.4%
+7.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.1% | -1.2% | +0.1% | -1.1% |
| 3M | +5.1% | +1.7% | +3.4% | +4.9% |
| 6M | +9.3% | -7.5% | +16.8% | +10.4% |
| YTD | +13.0% | +6.3% | +6.6% | +13.7% |
| 1Y | +19.2% | +10.9% | +8.3% | +18.6% |
| All | +19.2% | +11.4% | +7.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling