+2,060.3%
QQQ vs EFA
+386.6%
+1,673.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.7% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | -0.6% | -1.3% | +0.7% | +0.5% |
| 3M | +1.3% | +5.2% | -3.9% | -2.8% |
| 6M | +18.1% | +9.4% | +8.8% | +9.6% |
| YTD | +16.9% | +12.7% | +4.2% | +5.6% |
| 1Y | +24.0% | +19.3% | +4.7% | +6.8% |
| 3Y | +95.6% | +66.3% | +29.3% | +27.7% |
| 5Y | +94.5% | +53.4% | +41.2% | +36.9% |
| 10Y | +571.7% | +144.4% | +427.3% | +227.3% |
| All | +2,060.3% | +386.6% | +1,673.7% | +386.8% |
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