-5.5%
ETN vs EXPE
+48.9%
-54.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +10.5% | -20.4% | -8.8% |
| 7D | -10.1% | +14.6% | -24.8% | -8.9% |
| 30D | -18.4% | +21.4% | -39.8% | -17.1% |
| 3M | -20.4% | +1.4% | -21.8% | -19.5% |
| 6M | -16.0% | +28.6% | -44.6% | -15.9% |
| YTD | +11.8% | +12.1% | -0.4% | +12.2% |
| 1Y | -5.5% | +50.0% | -55.5% | -8.8% |
| All | -5.5% | +48.9% | -54.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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