+2,276.4%
ETN vs EXR
+2,660.5%
-384.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +8.0% | -0.7% | +8.7% | +8.3% |
| 30D | -5.9% | -6.9% | +1.0% | -3.4% |
| 3M | +5.0% | -3.0% | +8.0% | +5.5% |
| 6M | +22.4% | -2.9% | +25.3% | +22.9% |
| YTD | +33.6% | +9.3% | +24.4% | +28.0% |
| 1Y | +22.1% | -0.9% | +23.1% | +21.0% |
| 3Y | +85.6% | +24.7% | +60.9% | +62.4% |
| 5Y | +179.2% | -11.7% | +190.9% | +173.1% |
| 10Y | +687.3% | +148.4% | +538.9% | +381.1% |
| All | +2,276.4% | +2,660.5% | -384.1% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling