+42.8%
XOP vs ETHA
-30.2%
+73.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.6% | -2.4% | +4.1% | +1.9% |
| 30D | +9.6% | +30.9% | -21.3% | +6.8% |
| 3M | +16.9% | +51.1% | -34.2% | +12.1% |
| 6M | +24.0% | +20.5% | +3.5% | +20.9% |
| YTD | +56.2% | -17.3% | +73.5% | +58.2% |
| 1Y | +51.8% | -43.2% | +95.0% | +60.1% |
| All | +42.8% | -30.2% | +73.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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