-29.2%
ETHA vs EXEL
+157.9%
-187.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | +2.9% | -0.3% | +3.3% | +3.0% |
| 30D | +31.4% | +10.1% | +21.3% | +30.0% |
| 3M | +48.9% | +10.1% | +38.8% | +47.3% |
| 6M | +20.9% | +37.7% | -16.8% | +16.5% |
| YTD | -17.2% | +33.1% | -50.2% | -20.0% |
| 1Y | -42.8% | +52.4% | -95.2% | -45.5% |
| All | -29.2% | +157.9% | -187.1% | -34.8% |
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