+142.4%
EFA vs QLD
+1,636.2%
-1,493.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.2% | +3.0% | -1.8% | +0.4% |
| 30D | -0.7% | -1.8% | +1.1% | -0.3% |
| 3M | +6.4% | -1.8% | +8.2% | +6.3% |
| 6M | +11.4% | +36.9% | -25.5% | +0.8% |
| YTD | +14.0% | +28.7% | -14.7% | +4.8% |
| 1Y | +20.2% | +41.9% | -21.7% | +7.0% |
| 3Y | +68.2% | +184.2% | -116.0% | +17.8% |
| 5Y | +54.8% | +122.1% | -67.3% | +9.8% |
| 10Y | +142.4% | +1,646.5% | -1,504.1% | -16.8% |
| All | +142.4% | +1,636.2% | -1,493.8% | -16.8% |
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