+51.7%
XOP vs ETR
+378.9%
-327.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +6.3% | +1.2% | +5.2% | +5.9% |
| 30D | -6.6% | +7.0% | -13.6% | -9.0% |
| 3M | +3.6% | +4.6% | -1.0% | +1.6% |
| 6M | +10.8% | +0.1% | +10.6% | +10.1% |
| YTD | +48.3% | +23.2% | +25.1% | +35.3% |
| 1Y | +42.9% | +20.6% | +22.4% | +31.5% |
| 3Y | +43.3% | +156.3% | -113.0% | -4.8% |
| 5Y | +94.0% | +159.6% | -65.7% | +26.6% |
| All | +51.7% | +378.9% | -327.3% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling