+190.4%
ETN vs EXEL
+180.6%
+9.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.2% | +4.2% |
| 7D | +3.5% | -4.9% | +8.4% | +4.1% |
| 30D | -7.5% | +11.4% | -18.9% | -8.7% |
| 3M | +8.3% | +4.9% | +3.4% | +7.4% |
| 6M | +20.2% | +34.4% | -14.2% | +15.7% |
| YTD | +34.7% | +28.0% | +6.6% | +30.2% |
| 1Y | +19.4% | +43.6% | -24.2% | +13.7% |
| 3Y | +85.5% | +155.2% | -69.7% | +61.1% |
| All | +190.4% | +180.6% | +9.8% | +144.4% |
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