+441.9%
XOM vs ET
+1,451.4%
-1,009.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.9% | +1.4% | +0.5% | +1.4% |
| 30D | +4.1% | +4.6% | -0.5% | +2.6% |
| 3M | +10.4% | +16.0% | -5.6% | +5.4% |
| 6M | +13.0% | +22.8% | -9.8% | +6.1% |
| YTD | +40.1% | +38.9% | +1.2% | +26.5% |
| 1Y | +51.1% | +34.1% | +17.0% | +37.9% |
| 3Y | +57.7% | +98.8% | -41.1% | +26.6% |
| 5Y | +264.7% | +246.8% | +17.9% | +148.4% |
| 10Y | +193.1% | +174.4% | +18.7% | +98.6% |
| All | +441.9% | +1,451.4% | -1,009.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 all: compounded portfolio wealth divided by compounded ET 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…
all analysis · Full analysis span regression · 6 months rolling