-60.9%
ADBE vs EWT
+149.5%
-210.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +0.6% |
| 7D | -5.4% | -1.1% | -4.2% | -4.9% |
| 30D | -2.5% | +4.5% | -7.0% | -4.5% |
| 3M | +15.3% | +8.3% | +7.0% | +9.2% |
| 6M | -7.8% | +54.2% | -62.1% | -31.2% |
| YTD | -27.9% | +74.6% | -102.5% | -51.1% |
| 1Y | -28.0% | +84.9% | -112.9% | -53.5% |
| 3Y | -55.3% | +197.5% | -252.9% | -81.9% |
| All | -60.9% | +149.5% | -210.4% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling