-27.0%
ETHA vs EXEL
+148.1%
-175.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.5% |
| 7D | +3.5% | -4.9% | +8.4% | +4.0% |
| 30D | +35.3% | +11.4% | +23.9% | +33.7% |
| 3M | +50.9% | +4.9% | +46.0% | +49.9% |
| 6M | +22.1% | +34.4% | -12.3% | +18.0% |
| YTD | -14.6% | +28.0% | -42.6% | -17.2% |
| 1Y | -42.8% | +43.6% | -86.4% | -45.2% |
| All | -27.0% | +148.1% | -175.1% | -32.5% |
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