+147.0%
ADBE vs ELF
+357.0%
-210.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -7.0% |
| 7D | -8.6% | +5.4% | -13.9% | -9.3% |
| 30D | +2.8% | +27.0% | -24.2% | -0.9% |
| 3M | +3.1% | +113.2% | -110.1% | -8.1% |
| 6M | -2.4% | +36.6% | -39.0% | -7.7% |
| YTD | -23.9% | +44.2% | -68.1% | -29.0% |
| 1Y | -22.6% | -18.0% | -4.6% | -22.7% |
| 3Y | -52.7% | -19.9% | -32.7% | -55.8% |
| 5Y | -60.0% | +257.7% | -317.7% | -72.2% |
| All | +147.0% | +357.0% | -210.0% | +49.6% |
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