+52.3%
XOM vs ELV
+36.0%
+16.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.5% |
| 7D | +4.1% | +3.2% | +0.9% | +4.1% |
| 30D | +4.6% | +5.4% | -0.8% | +4.6% |
| 3M | +14.0% | +5.4% | +8.6% | +14.1% |
| 6M | +11.0% | +45.7% | -34.7% | +12.6% |
| YTD | +40.7% | +21.2% | +19.5% | +41.8% |
| 1Y | +52.3% | +35.6% | +16.7% | +54.3% |
| All | +52.3% | +36.0% | +16.3% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling