+84.7%
ET vs EXEL
+238.6%
-153.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.8% | -2.8% | +4.6% | +1.8% |
| 30D | -3.0% | +18.2% | -21.2% | -3.2% |
| 3M | -4.7% | +37.7% | -42.4% | -5.1% |
| 6M | +2.7% | +42.2% | -39.5% | +2.0% |
| YTD | +26.5% | +61.3% | -34.8% | +25.1% |
| 1Y | +25.0% | +64.5% | -39.5% | +23.4% |
| All | +84.7% | +238.6% | -153.9% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling