-62.2%
ADBE vs EFA
+51.0%
-113.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -1.6% |
| 7D | -12.9% | -2.4% | -10.6% | -11.1% |
| 30D | -5.6% | -2.2% | -3.4% | -3.8% |
| 3M | +6.6% | +5.7% | +0.9% | +0.7% |
| 6M | -9.6% | +8.2% | -17.7% | -17.2% |
| YTD | -28.9% | +11.8% | -40.7% | -37.6% |
| 1Y | -28.9% | +18.3% | -47.2% | -41.4% |
| 3Y | -55.6% | +64.9% | -120.5% | -75.3% |
| 5Y | -62.2% | +52.4% | -114.6% | -76.7% |
| All | -62.2% | +51.0% | -113.2% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling