+179.2%
ETN vs EXPD
+60.9%
+118.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | +8.0% | -0.9% | +9.0% | +8.4% |
| 30D | -5.9% | +4.1% | -10.0% | -7.2% |
| 3M | +5.0% | +13.8% | -8.8% | +0.3% |
| 6M | +22.4% | +27.3% | -4.9% | +12.1% |
| YTD | +33.6% | +25.4% | +8.2% | +21.9% |
| 1Y | +22.1% | +54.4% | -32.2% | +1.9% |
| 3Y | +85.6% | +67.9% | +17.7% | +45.9% |
| 5Y | +179.2% | +59.2% | +120.1% | +115.2% |
| All | +179.2% | +60.9% | +118.3% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling