+196.6%
EFA vs QLD
+7,369.0%
-7,172.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.8% |
| 7D | -1.4% | -10.3% | +8.8% | +2.4% |
| 30D | -1.2% | -26.1% | +24.9% | +10.1% |
| 3M | -5.1% | -17.8% | +12.7% | +1.3% |
| 6M | -1.2% | -15.6% | +14.3% | +3.1% |
| YTD | +7.8% | +5.4% | +2.4% | +2.8% |
| 1Y | +12.2% | +5.2% | +6.9% | +6.7% |
| 3Y | +61.5% | +139.4% | -77.9% | +4.7% |
| 5Y | +45.8% | +66.7% | -21.0% | 0.0% |
| 10Y | +141.8% | +1,422.1% | -1,280.2% | -49.8% |
| All | +196.6% | +7,369.0% | -7,172.4% | -79.3% |
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