+377.8%
ETR vs EXPD
+337.7%
+40.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | +0.1% | -1.6% | +1.6% | +0.4% |
| 30D | +7.7% | +0.6% | +7.1% | +7.4% |
| 3M | +5.7% | +9.8% | -4.1% | +3.1% |
| 6M | -0.3% | +25.8% | -26.0% | -6.2% |
| YTD | +23.4% | +31.3% | -7.9% | +13.7% |
| 1Y | +18.5% | +40.9% | -22.5% | +7.0% |
| 3Y | +155.6% | +74.7% | +80.8% | +112.7% |
| 5Y | +158.7% | +62.9% | +95.8% | +116.7% |
| 10Y | +377.8% | +334.3% | +43.4% | +195.2% |
| All | +377.8% | +337.7% | +40.1% | +195.2% |
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