+660.6%
ADBE vs EWZ
+446.7%
+213.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -4.2% |
| 7D | -10.1% | +5.6% | -15.7% | -12.0% |
| 30D | -3.0% | +9.3% | -12.3% | -6.3% |
| 3M | +5.0% | +15.7% | -10.7% | -1.2% |
| 6M | -9.3% | +7.4% | -16.7% | -12.7% |
| YTD | -26.5% | +22.7% | -49.2% | -33.1% |
| 1Y | -28.3% | +36.4% | -64.7% | -37.6% |
| 3Y | -54.1% | +50.4% | -104.5% | -62.1% |
| 5Y | -61.2% | +67.6% | -128.8% | -70.3% |
| 10Y | +152.5% | +84.1% | +68.5% | +67.0% |
| All | +660.6% | +446.7% | +213.9% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling