+215.4%
EFA vs QLD
+9,036.4%
-8,821.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +0.9% | -0.1% | +1.0% | +0.8% |
| 3M | +4.9% | -8.4% | +13.2% | +7.2% |
| 6M | +8.6% | +32.2% | -23.6% | -4.0% |
| YTD | +14.6% | +28.9% | -14.3% | +2.1% |
| 1Y | +22.6% | +43.8% | -21.2% | +4.0% |
| 3Y | +66.5% | +176.6% | -110.1% | +2.8% |
| 5Y | +54.5% | +121.6% | -67.0% | -4.7% |
| 10Y | +144.8% | +1,652.9% | -1,508.1% | -51.3% |
| All | +215.4% | +9,036.4% | -8,821.0% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling