+118.4%
ADBE vs VST
+1,042.1%
-923.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.2% |
| 7D | -4.4% | +10.9% | -15.3% | -5.6% |
| 30D | -0.2% | -15.6% | +15.4% | +1.3% |
| 3M | -9.9% | -7.8% | -2.1% | -9.9% |
| 6M | -3.5% | -12.0% | +8.5% | -3.8% |
| YTD | -32.1% | -16.9% | -15.2% | -32.4% |
| 1Y | -28.7% | -25.1% | -3.6% | -28.0% |
| 3Y | -60.2% | +297.1% | -357.3% | -75.0% |
| 5Y | -63.1% | +641.9% | -705.0% | -80.3% |
| 10Y | +129.2% | +1,142.3% | -1,013.1% | +12.7% |
| All | +118.4% | +1,042.1% | -923.8% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling