+132.9%
ADBE vs EL
+60.4%
+72.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -3.2% | +2.7% | -5.9% | -4.1% |
| 30D | +1.0% | +10.8% | -9.9% | -2.5% |
| 3M | -7.8% | +26.5% | -34.3% | -15.5% |
| 6M | -1.0% | +31.1% | -32.1% | -11.0% |
| YTD | -31.8% | +6.6% | -38.5% | -35.7% |
| 1Y | -29.2% | +21.8% | -51.0% | -36.7% |
| 3Y | -60.1% | +1.8% | -61.8% | -65.2% |
| 5Y | -63.7% | -65.6% | +1.8% | -46.7% |
| All | +132.9% | +60.4% | +72.5% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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