+144.8%
EFA vs QLD
+1,470.2%
-1,325.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | +1.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.4% |
| 30D | +1.5% | -19.6% | +21.1% | +7.4% |
| 3M | -3.3% | -14.1% | +10.8% | +0.3% |
| 6M | +2.6% | -13.6% | +16.2% | +5.4% |
| YTD | +11.0% | +12.5% | -1.5% | +5.4% |
| 1Y | +15.1% | +13.1% | +2.0% | +8.9% |
| 3Y | +67.6% | +154.7% | -87.1% | +20.7% |
| 5Y | +50.5% | +81.1% | -30.6% | +12.8% |
| 10Y | +144.8% | +1,418.0% | -1,273.2% | -9.7% |
| All | +144.8% | +1,470.2% | -1,325.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling