+4,022.4%
ADBE vs FE
+563.2%
+3,459.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -4.4% | 0.0% | -4.3% | -4.3% |
| 30D | +2.8% | +5.2% | -2.4% | +0.9% |
| 3M | -8.0% | 0.0% | -8.0% | -8.1% |
| 6M | -4.3% | +5.0% | -9.4% | -6.4% |
| YTD | -31.6% | +7.9% | -39.5% | -34.1% |
| 1Y | -26.9% | +6.3% | -33.2% | -29.2% |
| 3Y | -57.7% | +46.0% | -103.7% | -64.4% |
| 5Y | -63.9% | +45.6% | -109.5% | -69.9% |
| 10Y | +125.3% | +109.3% | +16.0% | +55.7% |
| All | +4,022.4% | +563.2% | +3,459.3% | +1,347.7% |
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