+14.6%
QCOM vs EFA
+50.1%
-35.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | -0.7% |
| 7D | +5.8% | +1.2% | +4.6% | +4.3% |
| 30D | -2.3% | +1.5% | -3.8% | -3.9% |
| 3M | +2.7% | -3.3% | +6.0% | +8.4% |
| 6M | -21.0% | +2.6% | -23.6% | -22.5% |
| YTD | +1.8% | +11.0% | -9.2% | -10.9% |
| 1Y | +2.4% | +15.1% | -12.7% | -14.7% |
| 3Y | +52.1% | +67.6% | -15.5% | -23.2% |
| 5Y | +14.6% | +50.5% | -35.8% | -27.2% |
| All | +14.6% | +50.1% | -35.4% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling