+281.8%
QCOM vs EFA
+141.5%
+140.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.7% |
| 7D | +4.4% | -0.5% | +4.8% | +4.9% |
| 30D | +9.4% | -1.3% | +10.7% | +11.2% |
| 3M | -13.7% | +5.2% | -18.9% | -18.7% |
| 6M | +28.9% | +9.4% | +19.5% | +16.0% |
| YTD | +4.7% | +12.7% | -8.0% | -9.4% |
| 1Y | +13.5% | +19.3% | -5.8% | -8.3% |
| 3Y | +77.1% | +66.3% | +10.8% | -3.6% |
| 5Y | +38.9% | +53.4% | -14.4% | -15.3% |
| 10Y | +281.8% | +144.4% | +137.3% | +51.2% |
| All | +281.8% | +141.5% | +140.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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