+27.4%
EXPE vs ETR
+26.4%
+1.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -1.0% |
| 7D | -11.5% | +0.4% | -11.9% | -11.4% |
| 30D | -13.1% | +2.0% | -15.1% | -12.7% |
| 3M | +18.1% | -1.7% | +19.8% | +17.7% |
| 6M | +13.3% | +3.6% | +9.7% | +14.1% |
| YTD | -3.2% | +18.0% | -21.3% | -5.0% |
| All | +27.4% | +26.4% | +1.0% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling