+257.2%
XOM vs ETR
+122.3%
+134.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | +4.6% | -1.8% | +6.3% | +4.9% |
| 3M | +14.0% | -3.6% | +17.5% | +14.7% |
| 6M | +11.0% | +2.6% | +8.3% | +9.9% |
| YTD | +40.7% | +16.0% | +24.7% | +35.5% |
| 1Y | +52.3% | +20.1% | +32.2% | +45.5% |
| 3Y | +60.5% | +143.6% | -83.1% | +26.7% |
| All | +257.2% | +122.3% | +134.9% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling