+158.0%
EXPE vs ETR
+288.4%
-130.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.2% |
| 7D | -11.5% | +0.4% | -11.9% | -11.7% |
| 30D | -13.1% | +2.0% | -15.1% | -13.9% |
| 3M | +18.1% | -1.7% | +19.8% | +18.6% |
| 6M | +13.3% | +3.6% | +9.7% | +10.3% |
| YTD | -3.2% | +18.0% | -21.3% | -11.8% |
| 1Y | +26.1% | +26.2% | -0.1% | +11.4% |
| 3Y | +151.7% | +148.0% | +3.7% | +55.9% |
| 5Y | +88.3% | +126.1% | -37.7% | +20.0% |
| 10Y | +158.0% | +302.3% | -144.2% | +55.8% |
| All | +158.0% | +288.4% | -130.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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