+3.2%
QCOM vs EFA
+13.8%
-10.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.1% |
| 7D | +5.5% | +1.2% | +4.3% | +4.0% |
| 30D | -1.1% | +0.9% | -2.1% | -1.9% |
| 3M | +7.6% | -3.4% | +11.0% | +13.6% |
| 6M | -20.1% | +2.0% | -22.0% | -20.8% |
| YTD | +3.0% | +10.4% | -7.4% | -7.7% |
| 1Y | +3.2% | +13.3% | -10.0% | -11.3% |
| All | +3.2% | +13.8% | -10.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling