+205.4%
XOM vs ED
+147.1%
+58.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +2.8% | +2.1% | +0.8% | +2.3% |
| 30D | -3.6% | +10.4% | -14.0% | -6.4% |
| 3M | +8.2% | +12.5% | -4.3% | +4.5% |
| 6M | +14.0% | +14.9% | -0.9% | +9.3% |
| YTD | +44.6% | +24.8% | +19.8% | +35.2% |
| 1Y | +47.8% | +23.8% | +23.9% | +38.4% |
| 3Y | +79.6% | +51.6% | +27.9% | +56.2% |
| 5Y | +214.3% | +86.4% | +127.9% | +152.5% |
| All | +205.4% | +147.1% | +58.3% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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