+911.9%
XOM vs EEM
+857.8%
+54.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.5% |
| 7D | 0.0% | +2.0% | -1.9% | -1.0% |
| 30D | +3.4% | +5.1% | -1.6% | +0.6% |
| 3M | +11.0% | +4.6% | +6.4% | +6.9% |
| 6M | +10.6% | +17.8% | -7.1% | -1.7% |
| YTD | +39.2% | +25.8% | +13.4% | +18.8% |
| 1Y | +52.7% | +36.4% | +16.3% | +24.4% |
| 3Y | +56.8% | +90.0% | -33.2% | +4.6% |
| 5Y | +261.8% | +46.6% | +215.2% | +175.7% |
| 10Y | +191.3% | +132.3% | +59.1% | +70.8% |
| All | +911.9% | +857.8% | +54.0% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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