+123.4%
EXPE vs ETR
+155.5%
-32.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | +1.5% | -5.7% | -4.4% |
| 30D | -4.5% | +6.6% | -11.2% | -5.1% |
| 3M | -19.7% | +4.4% | -24.1% | -20.1% |
| 6M | +18.3% | -0.3% | +18.6% | +18.1% |
| YTD | -7.3% | +23.3% | -30.6% | -11.2% |
| 1Y | -3.9% | +18.9% | -22.7% | -7.2% |
| All | +123.4% | +155.5% | -32.1% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling