-44.1%
ETHA vs EXEL
+205.0%
-249.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.2% |
| 7D | -12.5% | -0.8% | -11.7% | -12.5% |
| 30D | -19.8% | +13.1% | -32.9% | -20.7% |
| 3M | +3.1% | +36.3% | -33.2% | 0.0% |
| 6M | -13.8% | +34.5% | -48.3% | -16.3% |
| YTD | -34.6% | +57.4% | -92.0% | -37.8% |
| 1Y | -38.7% | +62.9% | -101.6% | -41.9% |
| All | -44.1% | +205.0% | -249.1% | -49.3% |
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