+171.6%
ADBE vs FTV
+89.3%
+82.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -10.1% | -0.4% | -9.7% | -9.8% |
| 30D | -3.0% | -8.3% | +5.3% | +1.5% |
| 3M | +5.0% | -7.4% | +12.4% | +8.8% |
| 6M | -9.3% | -1.2% | -8.1% | -9.6% |
| YTD | -26.5% | +2.7% | -29.2% | -28.8% |
| 1Y | -28.3% | +18.4% | -46.7% | -36.0% |
| 3Y | -54.1% | -2.0% | -52.0% | -55.2% |
| 5Y | -61.2% | +3.4% | -64.6% | -63.7% |
| 10Y | +152.5% | +78.5% | +74.0% | +88.6% |
| All | +171.6% | +89.3% | +82.2% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling