+137.3%
ADBE vs FTV
+109.2%
+28.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.6% | +3.9% | -2.3% | -0.5% |
| 30D | +1.0% | +18.7% | -17.7% | -7.8% |
| 3M | -10.1% | +10.0% | -20.2% | -14.9% |
| 6M | +3.0% | +14.6% | -11.6% | -5.1% |
| YTD | -30.5% | +23.4% | -54.0% | -39.2% |
| 1Y | -27.1% | +31.3% | -58.4% | -38.4% |
| 3Y | -58.8% | +39.8% | -98.6% | -67.0% |
| 5Y | -63.0% | +17.7% | -80.7% | -67.9% |
| All | +137.3% | +109.2% | +28.1% | +56.1% |
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