+289.1%
ETR vs EXPD
+314.6%
-25.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +1.4% | -1.1% | +2.6% | +1.7% |
| 30D | +1.0% | +4.1% | -3.1% | 0.0% |
| 3M | -1.3% | +17.9% | -19.2% | -5.4% |
| 6M | +1.9% | +29.2% | -27.3% | -4.9% |
| YTD | +18.2% | +27.4% | -9.2% | +9.9% |
| 1Y | +24.7% | +56.8% | -32.2% | +9.0% |
| 3Y | +150.7% | +68.0% | +82.6% | +111.0% |
| 5Y | +127.0% | +61.9% | +65.2% | +89.7% |
| All | +289.1% | +314.6% | -25.5% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling