+78.4%
ETN vs EXEL
+160.7%
-82.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.3% |
| 7D | +3.0% | -2.9% | +5.9% | +3.2% |
| 30D | -10.9% | +11.9% | -22.8% | -11.7% |
| 3M | +9.2% | +9.2% | 0.0% | +8.2% |
| 6M | +13.9% | +39.1% | -25.2% | +10.5% |
| YTD | +29.5% | +31.0% | -1.5% | +26.0% |
| 1Y | +14.2% | +52.3% | -38.1% | +9.7% |
| All | +78.4% | +160.7% | -82.3% | +63.8% |
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