+4,419.1%
XOM vs ETN
+19,968.1%
-15,549.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | +1.9% | +3.0% | -1.2% | +0.7% |
| 30D | +4.1% | -10.9% | +15.0% | +7.9% |
| 3M | +10.4% | +9.2% | +1.2% | +5.3% |
| 6M | +13.0% | +13.9% | -0.9% | +4.8% |
| YTD | +40.1% | +29.5% | +10.5% | +23.5% |
| 1Y | +51.1% | +14.2% | +36.9% | +38.4% |
| 3Y | +57.7% | +79.9% | -22.2% | +16.3% |
| 5Y | +264.7% | +175.7% | +89.1% | +123.3% |
| 10Y | +193.1% | +693.2% | -500.2% | +20.1% |
| All | +4,419.1% | +19,968.1% | -15,549.0% | +768.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling