+151.4%
ADBE vs VIG
+250.0%
-98.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.5% |
| 7D | -5.4% | -1.1% | -4.3% | -4.0% |
| 30D | -2.5% | -2.7% | +0.2% | +1.0% |
| 3M | +15.3% | +2.5% | +12.7% | +11.8% |
| 6M | -7.8% | +9.2% | -17.1% | -17.7% |
| YTD | -27.9% | +9.8% | -37.8% | -36.2% |
| 1Y | -28.0% | +12.4% | -40.4% | -38.2% |
| 3Y | -55.3% | +55.9% | -111.2% | -74.8% |
| 5Y | -61.7% | +63.9% | -125.7% | -79.1% |
| All | +151.4% | +250.0% | -98.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling