-54.9%
ADBE vs EWZ
+45.8%
-100.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -8.9% | -0.1% | -8.9% | -8.9% |
| 30D | -6.6% | +8.2% | -14.8% | -7.7% |
| 3M | +7.1% | +13.3% | -6.2% | +4.7% |
| 6M | -9.8% | +3.6% | -13.4% | -10.5% |
| YTD | -27.2% | +21.0% | -48.2% | -31.2% |
| 1Y | -28.0% | +34.7% | -62.7% | -34.8% |
| All | -54.9% | +45.8% | -100.7% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling