+849.3%
ADBE vs EFV
+256.4%
+592.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.9% |
| 7D | -10.1% | +1.0% | -11.1% | -10.8% |
| 30D | -3.0% | +0.2% | -3.2% | -3.1% |
| 3M | +5.0% | +9.6% | -4.6% | -3.0% |
| 6M | -9.3% | +14.0% | -23.3% | -19.3% |
| YTD | -26.5% | +18.5% | -45.0% | -37.1% |
| 1Y | -28.3% | +27.9% | -56.2% | -42.4% |
| 3Y | -54.1% | +92.4% | -146.5% | -74.1% |
| 5Y | -61.2% | +97.2% | -158.4% | -78.4% |
| 10Y | +152.5% | +163.0% | -10.5% | +9.5% |
| All | +849.3% | +256.4% | +592.9% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling