+59.7%
XOM vs EFA
+63.6%
-3.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | +1.9% | -2.4% | +4.2% | +2.2% |
| 30D | +4.1% | -2.2% | +6.3% | +4.4% |
| 3M | +10.4% | +5.7% | +4.7% | +9.0% |
| 6M | +13.0% | +8.2% | +4.9% | +10.5% |
| YTD | +40.1% | +11.8% | +28.3% | +34.9% |
| 1Y | +51.1% | +18.3% | +32.8% | +41.9% |
| All | +59.7% | +63.6% | -3.8% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling