+41.6%
XOP vs ETHA
-29.6%
+71.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +0.6% | +2.7% | -2.1% | +0.4% |
| 30D | +16.5% | +29.4% | -12.8% | +13.7% |
| 3M | +15.7% | +47.2% | -31.5% | +11.2% |
| 6M | +19.2% | +25.4% | -6.2% | +15.6% |
| YTD | +55.0% | -16.5% | +71.5% | +56.8% |
| 1Y | +54.2% | -42.3% | +96.5% | +62.4% |
| All | +41.6% | -29.6% | +71.2% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling