-61.5%
ADBE vs VFC
-78.7%
+17.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -8.9% | -2.3% | -6.6% | -8.6% |
| 30D | -6.6% | -13.4% | +6.7% | -4.7% |
| 3M | +7.1% | -23.7% | +30.8% | +10.7% |
| 6M | -9.8% | -24.5% | +14.7% | -7.0% |
| YTD | -27.2% | -27.8% | +0.7% | -24.6% |
| 1Y | -28.0% | -13.5% | -14.6% | -28.1% |
| 3Y | -54.5% | -27.1% | -27.4% | -56.3% |
| 5Y | -61.5% | -79.0% | +17.5% | -38.7% |
| All | -61.5% | -78.7% | +17.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling