+255.6%
XOM vs EFV
+93.8%
+161.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +1.9% | -2.0% | +3.9% | +2.9% |
| 30D | +4.1% | -0.2% | +4.3% | +4.1% |
| 3M | +10.4% | +9.1% | +1.3% | +4.9% |
| 6M | +13.0% | +11.7% | +1.3% | +5.0% |
| YTD | +40.1% | +17.0% | +23.0% | +26.0% |
| 1Y | +51.1% | +26.7% | +24.4% | +28.8% |
| 3Y | +57.7% | +90.2% | -32.4% | -0.4% |
| All | +255.6% | +93.8% | +161.8% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling