+132.9%
ADBE vs ESI
+321.1%
-188.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -3.2% | +8.3% | -11.5% | -5.4% |
| 30D | +1.0% | -10.4% | +11.4% | +3.3% |
| 3M | -7.8% | -13.2% | +5.4% | -5.4% |
| 6M | -1.0% | -23.9% | +22.9% | +3.4% |
| YTD | -31.8% | +34.2% | -66.0% | -43.2% |
| 1Y | -29.2% | +22.2% | -51.5% | -39.1% |
| 3Y | -60.1% | +79.2% | -139.3% | -71.4% |
| 5Y | -63.7% | +38.1% | -101.9% | -71.8% |
| All | +132.9% | +321.1% | -188.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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