+606.0%
ADBE vs VCLT
+103.3%
+502.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | -10.1% | +0.3% | -10.4% | -10.2% |
| 30D | -3.0% | -0.6% | -2.4% | -2.8% |
| 3M | +5.0% | -2.2% | +7.3% | +5.7% |
| 6M | -9.3% | -2.9% | -6.4% | -8.6% |
| YTD | -26.5% | -2.1% | -24.4% | -26.1% |
| 1Y | -28.3% | -2.6% | -25.7% | -27.8% |
| 3Y | -54.1% | +12.5% | -66.6% | -55.8% |
| 5Y | -61.2% | -15.3% | -45.9% | -61.2% |
| 10Y | +152.5% | +16.6% | +135.9% | +162.8% |
| All | +606.0% | +103.3% | +502.7% | +974.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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