+474.9%
XOM vs EFV
+253.2%
+221.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.9% |
| 7D | 0.0% | -0.5% | +0.6% | +0.4% |
| 30D | +3.4% | 0.0% | +3.4% | +3.3% |
| 3M | +11.0% | +8.4% | +2.6% | +3.8% |
| 6M | +10.6% | +12.3% | -1.7% | -0.4% |
| YTD | +39.2% | +17.4% | +21.8% | +20.9% |
| 1Y | +52.7% | +27.1% | +25.6% | +24.4% |
| 3Y | +56.8% | +90.7% | -33.9% | -8.7% |
| 5Y | +261.8% | +95.6% | +166.2% | +105.2% |
| 10Y | +191.3% | +165.3% | +26.0% | +34.0% |
| All | +474.9% | +253.2% | +221.8% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling