-29.3%
ETHA vs EXEL
+153.9%
-183.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | +30.9% | +11.9% | +19.0% | +29.3% |
| 3M | +51.1% | +9.2% | +41.9% | +49.6% |
| 6M | +20.5% | +39.1% | -18.6% | +16.1% |
| YTD | -17.3% | +31.0% | -48.3% | -20.0% |
| 1Y | -43.2% | +52.3% | -95.6% | -45.9% |
| All | -29.3% | +153.9% | -183.2% | -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 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