+734.8%
QCOM vs EFA
+365.3%
+369.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.3% |
| 7D | +0.4% | -1.4% | +1.8% | +2.0% |
| 30D | -6.6% | -1.2% | -5.4% | -5.2% |
| 3M | +3.7% | -5.1% | +8.8% | +9.6% |
| 6M | -13.3% | -1.2% | -12.1% | -11.2% |
| YTD | -1.8% | +7.8% | -9.6% | -7.3% |
| 1Y | -2.5% | +12.2% | -14.7% | -11.2% |
| 3Y | +47.0% | +61.5% | -14.5% | -2.6% |
| 5Y | +13.1% | +45.8% | -32.6% | -15.9% |
| 10Y | +224.7% | +141.8% | +82.9% | +60.5% |
| All | +734.8% | +365.3% | +369.6% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling