+148.0%
ADBE vs EFV
+167.0%
-19.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | -12.9% | -2.0% | -10.9% | -11.5% |
| 30D | -5.6% | -0.2% | -5.5% | -5.5% |
| 3M | +6.6% | +9.1% | -2.5% | -1.1% |
| 6M | -9.6% | +11.7% | -21.3% | -18.2% |
| YTD | -28.9% | +17.0% | -46.0% | -38.6% |
| 1Y | -28.9% | +26.7% | -55.7% | -42.8% |
| 3Y | -55.6% | +90.2% | -145.7% | -75.3% |
| 5Y | -62.2% | +96.1% | -158.3% | -79.6% |
| All | +148.0% | +167.0% | -19.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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