+2,073.4%
ETN vs EXPE
+776.5%
+1,296.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.9% | +10.6% | +4.8% |
| 7D | +8.0% | -9.8% | +17.8% | +10.8% |
| 30D | -5.9% | -11.5% | +5.6% | -3.3% |
| 3M | +5.0% | +21.7% | -16.7% | -1.9% |
| 6M | +22.4% | +10.4% | +12.0% | +16.6% |
| YTD | +33.6% | -2.5% | +36.2% | +30.1% |
| 1Y | +22.1% | +27.3% | -5.2% | +9.2% |
| 3Y | +85.6% | +153.5% | -67.9% | +31.8% |
| 5Y | +179.2% | +91.1% | +88.2% | +103.1% |
| 10Y | +687.3% | +153.1% | +534.2% | +377.2% |
| All | +2,073.4% | +776.5% | +1,296.9% | +554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling