+509.0%
ADBE vs VYM
+487.3%
+21.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -8.9% | -1.0% | -7.9% | -7.9% |
| 30D | -6.6% | -2.0% | -4.6% | -4.5% |
| 3M | +7.1% | +3.1% | +4.1% | +3.6% |
| 6M | -9.8% | +8.9% | -18.7% | -18.0% |
| YTD | -27.2% | +14.7% | -41.9% | -37.7% |
| 1Y | -28.0% | +19.4% | -47.4% | -41.1% |
| 3Y | -54.5% | +65.4% | -119.9% | -74.0% |
| 5Y | -61.5% | +77.6% | -139.0% | -79.3% |
| 10Y | +156.4% | +207.8% | -51.3% | -26.2% |
| All | +509.0% | +487.3% | +21.7% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling