+242.6%
QCOM vs EFA
+147.0%
+95.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | +4.3% | +2.2% | +2.0% | +1.3% |
| 30D | -0.1% | +1.4% | -1.5% | -1.4% |
| 3M | +5.2% | -4.2% | +9.4% | +11.8% |
| 6M | -18.4% | +1.9% | -20.3% | -19.1% |
| YTD | +2.4% | +10.2% | -7.8% | -8.3% |
| 1Y | +0.9% | +12.8% | -11.9% | -12.2% |
| 3Y | +48.4% | +65.2% | -16.8% | -18.3% |
| 5Y | +16.6% | +49.8% | -33.3% | -26.5% |
| All | +242.6% | +147.0% | +95.7% | +32.6% |
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