+55.0%
XOP vs ET
+177.0%
-122.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.8% |
| 7D | +2.6% | +0.2% | +2.4% | +2.4% |
| 30D | +9.6% | +2.9% | +6.7% | +7.1% |
| 3M | +20.4% | +16.8% | +3.6% | +6.6% |
| 6M | +19.9% | +18.9% | +1.0% | +4.9% |
| YTD | +56.4% | +37.7% | +18.7% | +22.2% |
| 1Y | +52.4% | +32.4% | +20.0% | +22.6% |
| 3Y | +39.9% | +99.5% | -59.6% | -18.6% |
| 5Y | +163.7% | +244.0% | -80.2% | +3.2% |
| All | +55.0% | +177.0% | -122.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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