+4,294.1%
XOM vs EFX
+6,208.7%
-1,914.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.4% |
| 7D | -2.4% | -7.8% | +5.5% | -0.7% |
| 30D | +5.7% | -5.7% | +11.4% | +6.8% |
| 3M | +6.6% | +2.5% | +4.0% | +5.2% |
| 6M | +7.7% | -16.7% | +24.3% | +10.7% |
| YTD | +36.2% | -20.2% | +56.4% | +40.5% |
| 1Y | +50.5% | -31.4% | +81.9% | +60.2% |
| 3Y | +53.4% | -10.5% | +63.9% | +50.0% |
| 5Y | +254.2% | -35.2% | +289.4% | +264.7% |
| 10Y | +177.9% | +40.2% | +137.7% | +130.5% |
| All | +4,294.1% | +6,208.7% | -1,914.6% | +2,020.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling