+127.4%
ADBE vs FE
+110.9%
+16.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | -2.3% | +4.3% | -6.6% | -3.6% |
| 3M | -13.3% | +0.4% | -13.7% | -13.5% |
| 6M | -6.5% | +6.9% | -13.4% | -8.7% |
| YTD | -32.4% | +8.0% | -40.4% | -34.6% |
| 1Y | -28.0% | +4.8% | -32.8% | -29.7% |
| 3Y | -60.4% | +49.0% | -109.3% | -66.5% |
| 5Y | -63.4% | +46.2% | -109.7% | -69.2% |
| 10Y | +127.4% | +120.9% | +6.5% | +77.5% |
| All | +127.4% | +110.9% | +16.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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