-60.9%
ADBE vs EFV
+95.9%
-156.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | -5.4% | -0.8% | -4.6% | -4.8% |
| 30D | -2.5% | +0.6% | -3.2% | -2.9% |
| 3M | +15.3% | +7.5% | +7.7% | +9.2% |
| 6M | -7.8% | +13.0% | -20.9% | -16.5% |
| YTD | -27.9% | +18.3% | -46.2% | -37.7% |
| 1Y | -28.0% | +26.7% | -54.8% | -41.4% |
| 3Y | -55.3% | +89.6% | -144.9% | -75.1% |
| All | -60.9% | +95.9% | -156.8% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling