-5.5%
ETN vs EXE
-18.4%
+13.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.9% | -6.9% | -9.9% |
| 7D | -10.1% | -4.7% | -5.5% | -10.3% |
| 30D | -18.4% | +1.0% | -19.4% | -18.3% |
| 3M | -20.4% | -5.6% | -14.8% | -20.7% |
| 6M | -16.0% | -12.3% | -3.7% | -16.4% |
| YTD | +11.8% | -19.5% | +31.3% | +12.0% |
| 1Y | -5.5% | -18.9% | +13.4% | -7.7% |
| All | -5.5% | -18.4% | +13.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling