-60.9%
ADBE vs VSXY
+22.6%
-83.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.1% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -2.5% | -18.7% | +16.2% | -0.7% |
| 3M | +15.3% | -4.0% | +19.3% | +15.4% |
| 6M | -7.8% | +67.5% | -75.3% | -15.1% |
| YTD | -27.9% | +39.7% | -67.6% | -32.4% |
| 1Y | -28.0% | +180.0% | -208.0% | -39.1% |
| 3Y | -55.3% | +337.3% | -392.6% | -68.1% |
| All | -60.9% | +22.6% | -83.6% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling