+4,022.4%
ADBE vs FE
+556.6%
+3,465.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -4.4% | -1.0% | -3.3% | -4.0% |
| 30D | +2.8% | +4.1% | -1.3% | +1.3% |
| 3M | -8.0% | -1.0% | -7.0% | -7.8% |
| 6M | -4.3% | +4.0% | -8.3% | -6.0% |
| YTD | -31.6% | +6.8% | -38.5% | -33.9% |
| 1Y | -26.9% | +5.3% | -32.2% | -29.0% |
| 3Y | -57.7% | +44.6% | -102.3% | -64.3% |
| 5Y | -63.9% | +44.2% | -108.1% | -69.8% |
| 10Y | +125.3% | +107.3% | +18.1% | +56.3% |
| All | +4,022.4% | +556.6% | +3,465.8% | +1,353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling