+705.0%
ETN vs EXPD
+316.4%
+388.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.3% |
| 7D | +6.2% | +1.2% | +5.1% | +5.6% |
| 30D | -6.7% | +5.2% | -11.9% | -9.1% |
| 3M | +3.6% | +13.2% | -9.6% | -3.0% |
| 6M | +18.3% | +30.3% | -12.0% | +2.2% |
| YTD | +31.5% | +27.0% | +4.4% | +13.4% |
| 1Y | +20.6% | +57.3% | -36.7% | -8.7% |
| 3Y | +82.5% | +70.0% | +12.5% | +28.0% |
| 5Y | +177.8% | +61.6% | +116.2% | +94.5% |
| 10Y | +705.0% | +321.1% | +383.9% | +202.3% |
| All | +705.0% | +316.4% | +388.6% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling