+49.6%
XOM vs EMB
0.0%
+49.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -3.4% |
| 7D | -9.8% | -0.3% | -9.5% | -10.3% |
| 30D | +0.5% | +1.1% | -0.6% | +2.8% |
| 3M | +9.7% | -2.9% | +12.7% | +3.3% |
| 6M | +8.1% | -2.1% | +10.2% | +4.2% |
| YTD | +40.1% | -1.1% | +41.2% | +37.4% |
| 1Y | +49.6% | +0.3% | +49.3% | +48.5% |
| All | +49.6% | 0.0% | +49.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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