+148.0%
ADBE vs EWZ
+96.6%
+51.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.8% |
| 7D | -12.9% | +1.1% | -14.0% | -13.2% |
| 30D | -5.6% | +13.5% | -19.1% | -9.3% |
| 3M | +6.6% | +15.2% | -8.6% | +1.5% |
| 6M | -9.6% | +3.7% | -13.3% | -11.3% |
| YTD | -28.9% | +22.5% | -51.4% | -34.3% |
| 1Y | -28.9% | +35.3% | -64.2% | -36.7% |
| 3Y | -55.6% | +50.2% | -105.8% | -62.3% |
| 5Y | -62.2% | +64.6% | -126.8% | -69.8% |
| All | +148.0% | +96.6% | +51.4% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling