+125.2%
ADBE vs ELF
+391.6%
-266.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.3% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | +1.0% | +9.1% | -8.1% | -0.3% |
| 3M | -10.1% | +28.2% | -38.3% | -13.5% |
| 6M | +3.0% | +119.5% | -116.6% | -8.9% |
| YTD | -30.5% | +55.2% | -85.7% | -36.0% |
| 1Y | -27.1% | +58.6% | -85.7% | -33.2% |
| 3Y | -58.8% | +21.3% | -80.1% | -64.1% |
| 5Y | -63.0% | +276.2% | -339.2% | -74.4% |
| 10Y | +134.5% | +337.0% | -202.5% | +40.1% |
| All | +125.2% | +391.6% | -266.3% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling