+68.8%
IEFA vs FE
+48.5%
+20.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.2% | +0.6% | +0.5% | +1.1% |
| 30D | -0.6% | -2.1% | +1.6% | -0.2% |
| 3M | +6.2% | +2.6% | +3.6% | +5.6% |
| 6M | +11.2% | -6.8% | +18.0% | +12.6% |
| YTD | +14.2% | +6.9% | +7.3% | +12.5% |
| 1Y | +20.0% | +11.6% | +8.5% | +17.1% |
| 3Y | +68.8% | +47.7% | +21.1% | +52.0% |
| All | +68.8% | +48.5% | +20.3% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling