-62.2%
ADBE vs ELF
+217.8%
-280.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +2.0% | -1.7% |
| 7D | -12.9% | -10.8% | -2.1% | -11.4% |
| 30D | -5.6% | +0.8% | -6.5% | -5.9% |
| 3M | +6.6% | +64.8% | -58.1% | -1.5% |
| 6M | -9.6% | +19.0% | -28.5% | -12.7% |
| YTD | -28.9% | +25.9% | -54.8% | -32.4% |
| 1Y | -28.9% | -28.8% | -0.2% | -27.2% |
| 3Y | -55.6% | -29.6% | -26.0% | -58.9% |
| 5Y | -62.2% | +216.2% | -278.5% | -82.4% |
| All | -62.2% | +217.8% | -280.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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