+261.8%
XOM vs ED
+66.4%
+195.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +3.4% | +1.9% | +1.5% | +3.0% |
| 3M | +11.0% | +1.9% | +9.1% | +10.6% |
| 6M | +10.6% | -2.3% | +12.9% | +11.1% |
| YTD | +39.2% | +10.9% | +28.3% | +36.3% |
| 1Y | +52.7% | +14.5% | +38.2% | +48.4% |
| 3Y | +56.8% | +33.4% | +23.4% | +45.9% |
| 5Y | +261.8% | +67.3% | +194.5% | +235.0% |
| All | +261.8% | +66.4% | +195.4% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling