+238.2%
ET vs EXEL
+195.7%
+42.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +6.9% | +6.7% | +0.2% | +6.2% |
| 3M | +13.1% | +11.5% | +1.6% | +11.8% |
| 6M | +18.7% | +38.8% | -20.1% | +14.7% |
| YTD | +37.4% | +31.6% | +5.9% | +33.3% |
| 1Y | +34.8% | +53.0% | -18.2% | +28.1% |
| 3Y | +96.8% | +160.8% | -64.0% | +67.7% |
| 5Y | +238.2% | +190.1% | +48.1% | +174.9% |
| All | +238.2% | +195.7% | +42.5% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling