+190.4%
ETN vs EXE
+97.7%
+92.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.4% |
| 7D | +3.5% | -3.1% | +6.7% | +4.1% |
| 30D | -7.5% | -0.9% | -6.6% | -7.4% |
| 3M | +8.3% | +9.6% | -1.2% | +6.1% |
| 6M | +20.2% | -11.6% | +31.8% | +22.7% |
| YTD | +34.7% | -12.6% | +47.2% | +37.3% |
| 1Y | +19.4% | +1.2% | +18.3% | +17.4% |
| 3Y | +85.5% | +18.0% | +67.5% | +76.5% |
| All | +190.4% | +97.7% | +92.7% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling