+148.0%
ADBE vs ESI
+310.7%
-162.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.1% |
| 7D | -12.9% | -2.3% | -10.6% | -12.4% |
| 30D | -5.6% | -9.0% | +3.4% | -3.3% |
| 3M | +6.6% | -13.3% | +19.9% | +8.6% |
| 6M | -9.6% | +5.3% | -14.8% | -15.3% |
| YTD | -28.9% | +37.6% | -66.5% | -40.1% |
| 1Y | -28.9% | +33.6% | -62.5% | -39.9% |
| 3Y | -55.6% | +75.8% | -131.4% | -67.2% |
| 5Y | -62.2% | +68.6% | -130.8% | -72.0% |
| All | +148.0% | +310.7% | -162.7% | +34.9% |
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