+36.2%
QCOM vs EFA
+54.2%
-18.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.9% |
| 7D | +5.1% | +1.2% | +3.9% | +3.3% |
| 30D | +4.3% | -0.7% | +5.0% | +5.3% |
| 3M | -19.6% | +6.4% | -26.0% | -26.0% |
| 6M | +29.5% | +11.4% | +18.1% | +12.5% |
| YTD | +3.4% | +14.0% | -10.6% | -13.3% |
| 1Y | +10.9% | +20.2% | -9.3% | -13.3% |
| 3Y | +74.8% | +68.2% | +6.6% | -12.5% |
| 5Y | +36.2% | +54.8% | -18.6% | -20.6% |
| All | +36.2% | +54.2% | -18.1% | -20.6% |
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 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