+177.8%
ETN vs EXR
-13.9%
+191.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | +6.2% | -3.1% | +9.3% | +7.0% |
| 30D | -6.7% | -7.5% | +0.8% | -4.9% |
| 3M | +3.6% | -7.5% | +11.1% | +5.1% |
| 6M | +18.3% | -5.2% | +23.5% | +19.1% |
| YTD | +31.5% | +6.5% | +24.9% | +28.4% |
| 1Y | +20.6% | -2.0% | +22.6% | +20.0% |
| 3Y | +82.5% | +21.5% | +61.0% | +65.2% |
| 5Y | +177.8% | -11.5% | +189.3% | +174.6% |
| All | +177.8% | -13.9% | +191.7% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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