+46.0%
XOM vs EFX
-25.2%
+71.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -2.0% |
| 7D | +1.8% | -8.6% | +10.4% | +1.3% |
| 30D | +5.9% | +0.1% | +5.7% | +5.9% |
| 3M | +5.6% | +3.8% | +1.7% | +5.9% |
| 6M | +7.9% | -13.5% | +21.4% | +7.8% |
| YTD | +35.2% | -17.7% | +52.8% | +36.1% |
| 1Y | +46.0% | -25.6% | +71.6% | +46.6% |
| All | +46.0% | -25.2% | +71.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling