+192.9%
XOM vs EFA
+146.6%
+46.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.3% |
| 7D | +4.1% | -1.5% | +5.6% | +5.3% |
| 30D | +4.6% | -1.7% | +6.2% | +5.8% |
| 3M | +14.0% | +3.5% | +10.5% | +10.4% |
| 6M | +11.0% | +9.5% | +1.5% | +1.1% |
| YTD | +40.7% | +12.9% | +27.8% | +24.5% |
| 1Y | +52.3% | +18.2% | +34.1% | +29.3% |
| 3Y | +60.5% | +64.8% | -4.4% | -1.4% |
| 5Y | +266.4% | +53.9% | +212.5% | +138.6% |
| All | +192.9% | +146.6% | +46.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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