+46.0%
XOM vs ETR
+23.8%
+22.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +1.8% | +1.4% | +0.3% | +1.6% |
| 30D | +5.9% | +1.0% | +4.9% | +5.7% |
| 3M | +5.6% | -1.3% | +6.8% | +5.8% |
| 6M | +7.9% | +1.9% | +6.0% | +7.1% |
| YTD | +35.2% | +18.2% | +17.0% | +30.0% |
| 1Y | +46.0% | +24.7% | +21.3% | +40.6% |
| All | +46.0% | +23.8% | +22.2% | +40.6% |
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