+19.4%
ETN vs EXPE
+30.8%
-11.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +4.0% |
| 7D | +3.5% | -5.8% | +9.3% | +3.4% |
| 30D | -7.5% | -13.6% | +6.1% | -7.7% |
| 3M | +8.3% | +25.2% | -16.9% | +6.7% |
| 6M | +20.2% | +22.3% | -2.2% | +18.0% |
| YTD | +34.7% | -0.3% | +35.0% | +33.4% |
| 1Y | +19.4% | +27.8% | -8.4% | +17.7% |
| All | +19.4% | +30.8% | -11.4% | +17.7% |
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