+1,342.0%
ADBE vs EFA
+392.1%
+949.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.0% |
| 7D | -10.1% | +1.2% | -11.3% | -11.1% |
| 30D | -3.0% | -0.7% | -2.3% | -2.4% |
| 3M | +5.0% | +6.4% | -1.4% | -1.8% |
| 6M | -9.3% | +11.4% | -20.7% | -19.5% |
| YTD | -26.5% | +14.0% | -40.5% | -36.6% |
| 1Y | -28.3% | +20.2% | -48.5% | -41.3% |
| 3Y | -54.1% | +68.2% | -122.3% | -73.1% |
| 5Y | -61.2% | +54.8% | -116.0% | -75.0% |
| 10Y | +152.5% | +142.4% | +10.1% | +8.3% |
| All | +1,342.0% | +392.1% | +949.9% | +147.7% |
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 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