-58.0%
ADBE vs VSXY
+42.7%
-100.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.3% | -3.8% |
| 7D | -10.1% | -6.8% | -3.3% | -9.6% |
| 30D | -3.0% | -20.4% | +17.4% | -1.1% |
| 3M | +5.0% | +2.9% | +2.1% | +4.4% |
| 6M | -9.3% | +67.9% | -77.2% | -15.8% |
| YTD | -26.5% | +44.9% | -71.4% | -30.9% |
| 1Y | -28.3% | +205.9% | -234.2% | -39.1% |
| 3Y | -54.1% | +373.9% | -427.9% | -66.4% |
| 5Y | -61.2% | +23.5% | -84.7% | -65.5% |
| All | -58.0% | +42.7% | -100.7% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling