+163.4%
ET vs EXEL
+325.9%
-162.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | +3.0% | +1.6% | +1.4% | +2.7% |
| 30D | -3.5% | +17.4% | -20.8% | -6.3% |
| 3M | -5.6% | +38.6% | -44.2% | -11.1% |
| 6M | +0.5% | +41.2% | -40.7% | -6.1% |
| YTD | +26.3% | +59.3% | -33.0% | +14.8% |
| 1Y | +25.7% | +60.2% | -34.6% | +13.8% |
| 3Y | +85.1% | +232.6% | -147.5% | +39.1% |
| 5Y | +216.4% | +285.9% | -69.5% | +125.0% |
| All | +163.4% | +325.9% | -162.4% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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