+59.7%
XOM vs EFX
-12.7%
+72.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -11.1% | +13.0% | +2.7% |
| 30D | +4.1% | -7.4% | +11.5% | +4.6% |
| 3M | +10.4% | +1.5% | +8.9% | +10.0% |
| 6M | +13.0% | -13.7% | +26.7% | +14.2% |
| YTD | +40.1% | -21.9% | +61.9% | +43.1% |
| 1Y | +51.1% | -30.8% | +81.9% | +57.0% |
| All | +59.7% | -12.7% | +72.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling