+751.7%
QCOM vs EFA
+394.8%
+356.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | +0.6% | +2.7% | +2.8% |
| 30D | +7.7% | +0.9% | +6.8% | +6.9% |
| 3M | -30.1% | +4.9% | -34.9% | -32.7% |
| 6M | +22.8% | +8.6% | +14.3% | +14.5% |
| YTD | +0.2% | +14.6% | -14.4% | -11.3% |
| 1Y | +7.9% | +22.6% | -14.8% | -10.0% |
| 3Y | +55.8% | +66.5% | -10.7% | -0.2% |
| 5Y | +30.1% | +54.5% | -24.5% | -9.0% |
| 10Y | +248.9% | +144.8% | +104.1% | +68.5% |
| All | +751.7% | +394.8% | +356.9% | +78.8% |
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