+52.6%
XOM vs ETR
+18.4%
+34.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.7% | -7.4% | -4.8% |
| 7D | -7.0% | +3.7% | -10.7% | -7.2% |
| 30D | +3.2% | +11.0% | -7.8% | +2.4% |
| 3M | +10.7% | +3.4% | +7.2% | +10.5% |
| 6M | +11.6% | -3.3% | +14.9% | +12.9% |
| YTD | +43.5% | +23.3% | +20.2% | +36.6% |
| 1Y | +52.6% | +19.2% | +33.4% | +46.3% |
| All | +52.6% | +18.4% | +34.2% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling