+20.1%
ETR vs EXEL
+48.5%
-28.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | -1.8% | -4.9% | +3.1% | -1.8% |
| 30D | -1.8% | +11.4% | -13.1% | -1.8% |
| 3M | -3.6% | +4.9% | -8.5% | -3.5% |
| 6M | +2.6% | +34.4% | -31.8% | +3.3% |
| YTD | +16.0% | +28.0% | -12.0% | +16.8% |
| 1Y | +20.1% | +43.6% | -23.5% | +22.0% |
| All | +20.1% | +48.5% | -28.4% | +22.0% |
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