+176.1%
ET vs EXEL
+386.3%
-210.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.5% |
| 7D | +1.4% | -2.9% | +4.2% | +1.9% |
| 30D | +4.6% | +11.9% | -7.3% | +2.3% |
| 3M | +16.0% | +9.2% | +6.8% | +13.7% |
| 6M | +22.8% | +39.1% | -16.3% | +14.4% |
| YTD | +38.9% | +31.0% | +7.8% | +30.4% |
| 1Y | +34.1% | +52.3% | -18.2% | +21.5% |
| 3Y | +98.8% | +159.7% | -60.9% | +54.9% |
| 5Y | +246.8% | +187.7% | +59.1% | +158.5% |
| All | +176.1% | +386.3% | -210.2% | +70.5% |
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