+2,421.4%
ETR vs EXEL
+273.2%
+2,148.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.4% | +8.4% | -6.9% | +1.0% |
| 30D | +1.0% | +4.1% | -3.1% | +0.7% |
| 3M | -1.3% | +12.4% | -13.7% | -2.0% |
| 6M | +1.9% | +41.5% | -39.7% | -0.3% |
| YTD | +18.2% | +34.6% | -16.5% | +15.9% |
| 1Y | +24.7% | +57.9% | -33.2% | +21.0% |
| 3Y | +150.7% | +159.5% | -8.8% | +134.7% |
| 5Y | +127.0% | +198.5% | -71.5% | +109.7% |
| 10Y | +295.5% | +411.4% | -115.9% | +243.9% |
| All | +2,421.4% | +273.2% | +2,148.2% | +1,745.4% |
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