+22,327.1%
ADBE vs VFC
+845.1%
+21,482.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -7.4% |
| 7D | -8.6% | -1.6% | -7.0% | -8.2% |
| 30D | +2.8% | -11.6% | +14.4% | +6.5% |
| 3M | +3.1% | -18.1% | +21.2% | +7.9% |
| 6M | -2.4% | -27.4% | +24.9% | +4.8% |
| YTD | -23.9% | -24.8% | +1.0% | -19.5% |
| 1Y | -22.6% | -8.2% | -14.4% | -24.2% |
| 3Y | -52.7% | -29.1% | -23.6% | -57.4% |
| 5Y | -60.0% | -79.2% | +19.1% | -44.5% |
| 10Y | +157.3% | -68.1% | +225.4% | +175.2% |
| All | +22,327.1% | +845.1% | +21,482.0% | +6,645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling