+274.2%
ETN vs EXE
+187.5%
+86.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +6.2% | -2.7% | +9.0% | +6.8% |
| 30D | -6.7% | -0.4% | -6.3% | -6.7% |
| 3M | +3.6% | +9.5% | -5.9% | +1.6% |
| 6M | +18.3% | -9.3% | +27.7% | +20.2% |
| YTD | +31.5% | -10.9% | +42.4% | +33.6% |
| 1Y | +20.6% | +4.3% | +16.3% | +17.9% |
| 3Y | +82.5% | +18.8% | +63.7% | +73.6% |
| 5Y | +177.8% | +101.4% | +76.4% | +142.4% |
| All | +274.2% | +187.5% | +86.7% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling