+46.0%
XOM vs ETN
+20.7%
+25.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.1% | -1.3% |
| 7D | +1.8% | +2.0% | -0.2% | +2.0% |
| 30D | +5.9% | -7.9% | +13.8% | +5.0% |
| 3M | +5.6% | -1.6% | +7.2% | +6.0% |
| 6M | +7.9% | +16.9% | -9.0% | +9.4% |
| YTD | +35.2% | +30.1% | +5.1% | +38.0% |
| 1Y | +46.0% | +19.3% | +26.7% | +50.1% |
| All | +46.0% | +20.7% | +25.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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