+19.3%
ETN vs EXEL
+59.2%
-39.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +2.0% | +8.4% | -6.4% | +1.4% |
| 30D | -7.9% | +4.1% | -12.0% | -8.1% |
| 3M | -1.6% | +12.4% | -14.0% | -2.9% |
| 6M | +16.9% | +41.5% | -24.7% | +12.5% |
| YTD | +30.1% | +34.6% | -4.6% | +25.1% |
| 1Y | +19.3% | +57.9% | -38.6% | +17.2% |
| All | +19.3% | +59.2% | -39.9% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling