+10.6%
XOM vs EFV
+14.9%
-4.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +1.6% |
| 7D | 0.0% | -0.5% | +0.6% | -0.3% |
| 30D | +3.4% | 0.0% | +3.4% | +3.5% |
| 3M | +11.0% | +8.4% | +2.6% | +17.2% |
| 6M | +10.6% | +12.3% | -1.7% | +20.2% |
| All | +10.6% | +14.9% | -4.2% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling