+59.7%
XOM vs EFV
+88.2%
-28.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -2.0% | +3.9% | +2.5% |
| 30D | +4.1% | -0.2% | +4.3% | +4.1% |
| 3M | +10.4% | +9.1% | +1.3% | +7.1% |
| 6M | +13.0% | +11.7% | +1.3% | +7.9% |
| YTD | +40.1% | +17.0% | +23.0% | +30.2% |
| 1Y | +51.1% | +26.7% | +24.4% | +34.5% |
| All | +59.7% | +88.2% | -28.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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