+192.9%
XOM vs ELV
+280.2%
-87.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | +4.1% | +3.2% | +0.9% | +3.1% |
| 30D | +4.6% | +5.4% | -0.8% | +3.0% |
| 3M | +14.0% | +5.4% | +8.6% | +11.8% |
| 6M | +11.0% | +45.7% | -34.7% | -1.1% |
| YTD | +40.7% | +21.2% | +19.5% | +31.0% |
| 1Y | +52.3% | +35.6% | +16.7% | +36.4% |
| 3Y | +60.5% | -2.0% | +62.5% | +54.2% |
| 5Y | +266.4% | +26.0% | +240.4% | +212.1% |
| All | +192.9% | +280.2% | -87.3% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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