+20,355.4%
ADBE vs VFC
+1,363.4%
+18,992.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.9% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | +1.0% | +25.5% | -24.5% | -5.9% |
| 3M | -10.1% | +41.3% | -51.4% | -19.5% |
| 6M | +3.0% | +22.2% | -19.2% | -5.3% |
| YTD | -30.5% | +16.4% | -46.9% | -36.0% |
| 1Y | -27.1% | +38.4% | -65.6% | -36.6% |
| 3Y | -58.8% | +56.2% | -115.0% | -70.9% |
| 5Y | -63.0% | -68.2% | +5.1% | -54.9% |
| 10Y | +134.5% | -48.4% | +182.8% | +115.2% |
| All | +20,355.4% | +1,363.4% | +18,992.1% | +5,265.6% |
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