+196.7%
ETSY vs EXEL
+2,118.6%
-1,922.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | +7.3% | +13.1% | -5.8% | +4.4% |
| 3M | +10.3% | +36.3% | -26.0% | +2.9% |
| 6M | +55.1% | +34.5% | +20.5% | +44.9% |
| YTD | +60.5% | +57.4% | +3.1% | +44.4% |
| 1Y | +52.2% | +62.9% | -10.7% | +35.7% |
| 3Y | +40.8% | +229.5% | -188.7% | +5.5% |
| 5Y | -67.3% | +281.2% | -348.5% | -76.4% |
| 10Y | +659.4% | +320.7% | +338.7% | +427.3% |
| All | +196.7% | +2,118.6% | -1,922.0% | +119.7% |
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 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