+151.4%
ADBE vs XME
+421.4%
-269.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -5.4% | -4.2% | -1.2% | -4.2% |
| 30D | -2.5% | -2.7% | +0.2% | -2.0% |
| 3M | +15.3% | -3.9% | +19.2% | +15.8% |
| 6M | -7.8% | -1.0% | -6.9% | -9.2% |
| YTD | -27.9% | +9.8% | -37.7% | -32.2% |
| 1Y | -28.0% | +32.5% | -60.6% | -37.2% |
| 3Y | -55.3% | +124.3% | -179.7% | -68.6% |
| 5Y | -61.7% | +165.8% | -227.5% | -75.2% |
| All | +151.4% | +421.4% | -269.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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