+91.1%
EXPE vs ETR
+129.9%
-38.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.2% | -9.1% | -8.1% |
| 7D | -9.8% | +1.4% | -11.2% | -10.0% |
| 30D | -11.5% | +1.9% | -13.4% | -11.9% |
| 3M | +21.7% | +1.0% | +20.7% | +21.2% |
| 6M | +10.4% | +4.8% | +5.5% | +8.5% |
| YTD | -2.5% | +19.5% | -22.1% | -7.9% |
| 1Y | +27.3% | +28.1% | -0.8% | +18.0% |
| 3Y | +153.5% | +151.1% | +2.4% | +91.8% |
| 5Y | +91.1% | +125.2% | -34.1% | +43.1% |
| All | +91.1% | +129.9% | -38.9% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling