+137.3%
ADBE vs VST
+1,139.0%
-1,001.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +1.6% | +6.6% | -5.0% | +0.8% |
| 30D | +1.0% | -12.4% | +13.4% | +2.1% |
| 3M | -10.1% | -9.0% | -1.1% | -10.0% |
| 6M | +3.0% | -6.4% | +9.4% | +1.7% |
| YTD | -30.5% | -17.2% | -13.4% | -30.8% |
| 1Y | -27.1% | -22.0% | -5.1% | -26.9% |
| 3Y | -58.8% | +296.7% | -355.5% | -74.3% |
| 5Y | -63.0% | +637.6% | -700.6% | -80.5% |
| All | +137.3% | +1,139.0% | -1,001.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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