+205.2%
IEFA vs FE
+88.0%
+117.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +0.7% | +4.3% | -3.7% | -0.4% |
| 3M | -3.4% | +0.4% | -3.7% | -3.5% |
| 6M | +1.5% | +6.9% | -5.5% | -0.4% |
| YTD | +10.4% | +8.0% | +2.4% | +7.9% |
| 1Y | +13.4% | +4.8% | +8.6% | +11.6% |
| 3Y | +66.7% | +49.0% | +17.7% | +48.6% |
| 5Y | +49.5% | +46.2% | +3.3% | +33.0% |
| 10Y | +145.8% | +120.9% | +24.9% | +97.8% |
| All | +205.2% | +88.0% | +117.2% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling