-55.3%
ADBE vs EWT
+198.4%
-253.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.0% |
| 7D | -5.4% | -1.1% | -4.2% | -5.1% |
| 30D | -2.5% | +4.5% | -7.0% | -3.4% |
| 3M | +15.3% | +8.3% | +7.0% | +12.6% |
| 6M | -7.8% | +54.2% | -62.1% | -22.0% |
| YTD | -27.9% | +74.6% | -102.5% | -42.7% |
| 1Y | -28.0% | +84.9% | -112.9% | -44.5% |
| 3Y | -55.3% | +197.5% | -252.9% | -75.4% |
| All | -55.3% | +198.4% | -253.7% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling