+148.0%
ADBE vs FTV
+80.1%
+67.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.1% |
| 7D | -12.9% | -5.2% | -7.7% | -10.4% |
| 30D | -5.6% | -11.5% | +5.9% | +0.6% |
| 3M | +6.6% | -9.0% | +15.7% | +11.6% |
| 6M | -9.6% | -2.0% | -7.5% | -9.5% |
| YTD | -28.9% | -0.9% | -28.0% | -29.8% |
| 1Y | -28.9% | +14.8% | -43.7% | -35.6% |
| 3Y | -55.6% | -5.5% | -50.1% | -55.9% |
| 5Y | -62.2% | -1.9% | -60.4% | -63.7% |
| All | +148.0% | +80.1% | +67.9% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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