+192.9%
XOM vs ETR
+296.9%
-103.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +4.1% | -1.8% | +5.9% | +4.7% |
| 30D | +4.6% | -1.8% | +6.3% | +5.2% |
| 3M | +14.0% | -3.6% | +17.5% | +15.2% |
| 6M | +11.0% | +2.6% | +8.3% | +9.2% |
| YTD | +40.7% | +16.0% | +24.7% | +32.1% |
| 1Y | +52.3% | +20.1% | +32.2% | +40.9% |
| 3Y | +60.5% | +143.6% | -83.1% | +9.3% |
| 5Y | +266.4% | +124.4% | +142.1% | +153.5% |
| All | +192.9% | +296.9% | -103.9% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling