+119.9%
ADBE vs VST
+968.1%
-848.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.6% | -13.4% | -4.1% |
| 7D | -4.4% | -9.8% | +5.4% | -3.5% |
| 30D | +2.8% | -25.1% | +27.9% | +5.8% |
| 3M | -8.0% | -11.6% | +3.5% | -7.6% |
| 6M | -4.3% | -20.9% | +16.6% | -3.3% |
| YTD | -31.6% | -22.3% | -9.3% | -31.3% |
| 1Y | -26.9% | -32.0% | +5.1% | -25.2% |
| 3Y | -57.7% | +262.4% | -320.1% | -73.0% |
| 5Y | -63.9% | +563.4% | -627.3% | -80.5% |
| 10Y | +125.3% | +1,120.7% | -995.4% | +11.7% |
| All | +119.9% | +968.1% | -848.2% | +9.7% |
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 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