+4,491.2%
ADBE vs FE
+561.4%
+3,929.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.2% | -6.5% |
| 7D | -8.6% | +1.9% | -10.5% | -9.2% |
| 30D | +2.8% | -1.2% | +3.9% | +3.1% |
| 3M | +3.1% | +3.5% | -0.4% | +1.6% |
| 6M | -2.4% | -6.1% | +3.6% | -0.7% |
| YTD | -23.9% | +7.6% | -31.5% | -26.5% |
| 1Y | -22.6% | +11.9% | -34.5% | -26.6% |
| 3Y | -52.7% | +48.4% | -101.1% | -60.5% |
| 5Y | -60.0% | +44.8% | -104.8% | -66.6% |
| 10Y | +157.3% | +115.9% | +41.4% | +75.5% |
| All | +4,491.2% | +561.4% | +3,929.8% | +1,514.0% |
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