+5,579.4%
ETN vs EXEL
+268.9%
+5,310.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.8% |
| 7D | +6.2% | -0.3% | +6.6% | +6.3% |
| 30D | -6.7% | +10.1% | -16.8% | -7.9% |
| 3M | +3.6% | +10.1% | -6.5% | +2.1% |
| 6M | +18.3% | +37.7% | -19.3% | +13.3% |
| YTD | +31.5% | +33.1% | -1.6% | +26.3% |
| 1Y | +20.6% | +52.4% | -31.8% | +13.5% |
| 3Y | +82.5% | +163.8% | -81.3% | +58.0% |
| 5Y | +177.8% | +198.5% | -20.7% | +134.1% |
| 10Y | +705.0% | +386.9% | +318.1% | +500.2% |
| All | +5,579.4% | +268.9% | +5,310.5% | +2,919.1% |
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