+158.7%
ETR vs EXEL
+286.3%
-127.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -2.8% | +2.9% | +0.3% |
| 30D | +7.7% | +18.2% | -10.5% | +6.1% |
| 3M | +5.7% | +37.7% | -32.0% | +2.7% |
| 6M | -0.3% | +42.2% | -42.5% | -3.5% |
| YTD | +23.4% | +61.3% | -37.9% | +17.8% |
| 1Y | +18.5% | +64.5% | -46.0% | +12.8% |
| 3Y | +155.6% | +236.7% | -81.1% | +118.4% |
| 5Y | +158.7% | +296.3% | -137.6% | +115.7% |
| All | +158.7% | +286.3% | -127.6% | +115.7% |
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