+4,391.7%
XOM vs ETR
+4,408.0%
-16.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.7% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | +3.4% | +2.0% | +1.4% | +2.6% |
| 3M | +11.0% | -1.7% | +12.7% | +11.5% |
| 6M | +10.6% | +3.6% | +7.0% | +8.5% |
| YTD | +39.2% | +18.0% | +21.2% | +29.7% |
| 1Y | +52.7% | +26.2% | +26.5% | +38.4% |
| 3Y | +56.8% | +148.0% | -91.2% | +6.9% |
| 5Y | +261.8% | +126.1% | +135.7% | +151.6% |
| 10Y | +191.3% | +302.3% | -111.0% | +57.9% |
| All | +4,391.7% | +4,408.0% | -16.3% | +1,198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling