+39.4%
XOP vs ETR
+148.1%
-108.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.8% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +10.8% | +2.0% | +8.8% | +10.3% |
| 3M | +19.5% | -1.7% | +21.1% | +19.8% |
| 6M | +21.6% | +3.6% | +18.0% | +20.0% |
| YTD | +55.8% | +18.0% | +37.8% | +48.4% |
| 1Y | +54.6% | +26.2% | +28.4% | +44.7% |
| All | +39.4% | +148.1% | -108.7% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling