+151.4%
ADBE vs VYM
+209.2%
-57.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.7% |
| 7D | -5.4% | -0.8% | -4.6% | -4.6% |
| 30D | -2.5% | -2.2% | -0.3% | -0.3% |
| 3M | +15.3% | +3.1% | +12.2% | +11.9% |
| 6M | -7.8% | +9.7% | -17.6% | -16.3% |
| YTD | -27.9% | +14.9% | -42.8% | -37.7% |
| 1Y | -28.0% | +17.6% | -45.6% | -39.3% |
| 3Y | -55.3% | +65.3% | -120.6% | -73.5% |
| 5Y | -61.7% | +78.7% | -140.4% | -78.6% |
| All | +151.4% | +209.2% | -57.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling