+142.7%
ETSY vs EXEL
+1,754.3%
-1,611.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.6% | -4.3% |
| 7D | -10.9% | +1.4% | -12.3% | -11.2% |
| 30D | -14.9% | +6.7% | -21.5% | -16.1% |
| 3M | +5.8% | +11.5% | -5.7% | +3.2% |
| 6M | +29.1% | +38.8% | -9.7% | +19.6% |
| YTD | +31.3% | +31.6% | -0.2% | +23.0% |
| 1Y | +25.1% | +53.0% | -27.9% | +13.1% |
| 3Y | +8.5% | +160.8% | -152.4% | -14.5% |
| 5Y | -66.1% | +190.1% | -256.2% | -74.1% |
| 10Y | +410.3% | +367.0% | +43.3% | +261.2% |
| All | +142.7% | +1,754.3% | -1,611.6% | +87.2% |
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