+811.6%
ADBE vs EWT
+594.1%
+217.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.8% |
| 7D | -8.6% | +4.0% | -12.5% | -10.7% |
| 30D | +2.8% | +10.3% | -7.5% | -3.3% |
| 3M | +3.1% | +6.1% | -2.9% | -3.3% |
| 6M | -2.4% | +56.6% | -59.1% | -28.8% |
| YTD | -23.9% | +76.6% | -100.4% | -48.7% |
| 1Y | -22.6% | +97.9% | -120.5% | -51.7% |
| 3Y | -52.7% | +198.0% | -250.7% | -77.6% |
| 5Y | -60.0% | +151.8% | -211.8% | -78.8% |
| 10Y | +157.3% | +514.1% | -356.8% | -19.4% |
| All | +811.6% | +594.1% | +217.5% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling