+1,458.7%
ET vs EXEL
+447.4%
+1,011.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.9% | +8.4% | -7.5% | -0.4% |
| 30D | +7.5% | +4.1% | +3.4% | +6.6% |
| 3M | +11.4% | +12.4% | -1.0% | +9.1% |
| 6M | +18.5% | +41.5% | -23.0% | +11.5% |
| YTD | +37.4% | +34.6% | +2.7% | +30.0% |
| 1Y | +30.9% | +57.9% | -26.9% | +20.2% |
| 3Y | +98.7% | +159.5% | -60.8% | +64.3% |
| 5Y | +230.7% | +198.5% | +32.2% | +163.6% |
| 10Y | +175.6% | +411.4% | -235.8% | +90.4% |
| All | +1,458.7% | +447.4% | +1,011.3% | +607.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling