-55.9%
ADBE vs EFA
+63.6%
-119.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.0% |
| 7D | -12.9% | -2.4% | -10.6% | -12.0% |
| 30D | -5.6% | -2.2% | -3.4% | -4.7% |
| 3M | +6.6% | +5.7% | +0.9% | +3.3% |
| 6M | -9.6% | +8.2% | -17.7% | -14.0% |
| YTD | -28.9% | +11.8% | -40.7% | -34.4% |
| 1Y | -28.9% | +18.3% | -47.2% | -37.2% |
| All | -55.9% | +63.6% | -119.5% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling