+141.2%
EFA vs QSR
+203.9%
-62.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | -2.4% | -4.7% | +2.3% | -0.9% |
| 30D | -2.2% | +4.3% | -6.6% | -3.6% |
| 3M | +5.7% | +5.4% | +0.2% | +3.6% |
| 6M | +8.2% | +8.2% | 0.0% | +4.9% |
| YTD | +11.8% | +14.1% | -2.4% | +6.2% |
| 1Y | +18.3% | +28.1% | -9.8% | +8.0% |
| 3Y | +64.9% | +25.3% | +39.7% | +49.5% |
| 5Y | +52.4% | +40.4% | +12.0% | +31.7% |
| 10Y | +142.4% | +132.4% | +10.0% | +70.2% |
| All | +141.2% | +203.9% | -62.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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