+148.0%
ADBE vs ED
+109.0%
+39.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -12.9% | -1.9% | -11.1% | -12.6% |
| 30D | -5.6% | +0.1% | -5.7% | -5.7% |
| 3M | +6.6% | 0.0% | +6.6% | +6.6% |
| 6M | -9.6% | -2.5% | -7.0% | -9.3% |
| YTD | -28.9% | +10.1% | -39.0% | -30.5% |
| 1Y | -28.9% | +13.6% | -42.5% | -31.0% |
| 3Y | -55.6% | +32.4% | -88.0% | -59.0% |
| 5Y | -62.2% | +69.9% | -132.1% | -67.5% |
| All | +148.0% | +109.0% | +39.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling