+192.9%
XOM vs EFX
+42.6%
+150.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +4.1% | -4.5% | +8.6% | +5.0% |
| 30D | +4.6% | -6.1% | +10.7% | +5.7% |
| 3M | +14.0% | +6.2% | +7.8% | +11.8% |
| 6M | +11.0% | -11.2% | +22.2% | +12.4% |
| YTD | +40.7% | -21.4% | +62.1% | +45.6% |
| 1Y | +52.3% | -34.3% | +86.6% | +64.0% |
| 3Y | +60.5% | -12.5% | +73.0% | +56.5% |
| 5Y | +266.4% | -35.6% | +302.0% | +280.3% |
| All | +192.9% | +42.6% | +150.3% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling