-63.7%
ADBE vs VFC
-68.8%
+5.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.8% |
| 7D | -3.2% | -1.4% | -1.8% | -3.0% |
| 30D | +1.0% | +24.6% | -23.7% | -2.3% |
| 3M | -7.8% | +38.4% | -46.3% | -12.3% |
| 6M | -1.0% | +15.3% | -16.2% | -3.9% |
| YTD | -31.8% | +12.7% | -44.6% | -34.0% |
| 1Y | -29.2% | +32.7% | -61.9% | -33.3% |
| 3Y | -60.1% | +43.7% | -103.8% | -66.2% |
| 5Y | -63.7% | -69.2% | +5.4% | -39.0% |
| All | -63.7% | -68.8% | +5.1% | -39.0% |
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