+372.7%
ETR vs EXEL
+320.7%
+52.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +7.0% | +13.1% | -6.1% | +5.9% |
| 3M | +4.6% | +36.3% | -31.7% | +1.9% |
| 6M | +0.1% | +34.5% | -34.4% | -2.4% |
| YTD | +23.2% | +57.4% | -34.2% | +18.2% |
| 1Y | +20.6% | +62.9% | -42.3% | +15.4% |
| 3Y | +156.3% | +229.5% | -73.2% | +127.8% |
| 5Y | +159.6% | +281.2% | -121.6% | +126.1% |
| All | +372.7% | +320.7% | +52.0% | +322.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling