-25.9%
ADBE vs EWZ
+7.8%
-33.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +1.1% |
| 7D | -0.5% | -4.1% | +3.6% | -0.9% |
| 30D | +4.1% | -25.0% | +29.0% | +1.5% |
| 3M | -3.5% | -10.6% | +7.1% | -2.7% |
| 6M | -2.2% | -16.6% | +14.4% | -1.8% |
| YTD | -29.0% | +2.5% | -31.5% | -26.3% |
| 1Y | -25.9% | +8.1% | -34.0% | -26.8% |
| All | -25.9% | +7.8% | -33.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling