-55.9%
ADBE vs VSXY
+339.2%
-395.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.3% |
| 7D | -12.9% | -0.3% | -12.6% | -12.9% |
| 30D | -5.6% | -22.1% | +16.4% | -5.0% |
| 3M | +6.6% | -1.1% | +7.8% | +6.6% |
| 6M | -9.6% | +53.8% | -63.4% | -11.6% |
| YTD | -28.9% | +35.5% | -64.4% | -30.2% |
| 1Y | -28.9% | +186.0% | -214.9% | -33.4% |
| All | -55.9% | +339.2% | -395.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling