+82.5%
XOP vs ETR
+581.3%
-498.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | +2.6% | +1.4% | +1.1% | +1.7% |
| 30D | +15.4% | +1.0% | +14.5% | +14.6% |
| 3M | +12.1% | -1.3% | +13.3% | +12.4% |
| 6M | +19.7% | +1.9% | +17.8% | +16.9% |
| YTD | +52.4% | +18.2% | +34.2% | +36.0% |
| 1Y | +47.6% | +24.7% | +22.9% | +27.2% |
| 3Y | +34.4% | +150.7% | -116.3% | -27.2% |
| 5Y | +154.4% | +127.0% | +27.4% | +42.6% |
| 10Y | +54.7% | +295.5% | -240.8% | -45.7% |
| All | +82.5% | +581.3% | -498.8% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling