+163.4%
XOP vs ETR
+123.0%
+40.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.6% |
| 7D | +1.6% | -1.9% | +3.5% | +2.2% |
| 30D | +9.6% | -0.2% | +9.8% | +9.6% |
| 3M | +16.9% | -3.7% | +20.7% | +18.0% |
| 6M | +24.0% | +2.1% | +22.0% | +22.5% |
| YTD | +56.2% | +16.5% | +39.7% | +47.7% |
| 1Y | +51.8% | +22.5% | +29.3% | +41.1% |
| 3Y | +37.0% | +144.7% | -107.7% | -0.4% |
| 5Y | +163.4% | +125.2% | +38.2% | +95.0% |
| All | +163.4% | +123.0% | +40.4% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling