+151.0%
ETR vs EXEL
+161.8%
-10.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.3% |
| 7D | +1.4% | +1.4% | 0.0% | +1.3% |
| 30D | +1.9% | +6.7% | -4.8% | +1.4% |
| 3M | +1.0% | +11.5% | -10.5% | +0.1% |
| 6M | +4.8% | +38.8% | -34.0% | +2.2% |
| YTD | +19.5% | +31.6% | -12.0% | +16.9% |
| 1Y | +28.1% | +53.0% | -24.9% | +23.3% |
| All | +151.0% | +161.8% | -10.8% | +114.6% |
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