+121.0%
ADBE vs ELF
+373.0%
-252.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.0% |
| 7D | -3.2% | +3.4% | -6.6% | -3.7% |
| 30D | +1.0% | +5.0% | -4.0% | +0.2% |
| 3M | -7.8% | +22.6% | -30.4% | -10.7% |
| 6M | -1.0% | +104.0% | -104.9% | -11.5% |
| YTD | -31.8% | +49.3% | -81.1% | -36.8% |
| 1Y | -29.2% | +46.0% | -75.3% | -34.3% |
| 3Y | -60.1% | +19.4% | -79.5% | -65.1% |
| 5Y | -63.7% | +262.0% | -325.7% | -74.8% |
| 10Y | +130.1% | +320.5% | -190.4% | +38.2% |
| All | +121.0% | +373.0% | -252.0% | +33.0% |
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