+192.9%
XOM vs ED
+108.5%
+84.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +4.6% | -0.4% | +5.0% | +4.7% |
| 3M | +14.0% | +0.5% | +13.5% | +13.7% |
| 6M | +11.0% | -3.1% | +14.1% | +11.8% |
| YTD | +40.7% | +9.8% | +30.9% | +36.7% |
| 1Y | +52.3% | +12.6% | +39.7% | +46.8% |
| 3Y | +60.5% | +31.4% | +29.1% | +45.9% |
| 5Y | +266.4% | +69.4% | +197.0% | +203.7% |
| All | +192.9% | +108.5% | +84.4% | +133.8% |
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