+192.9%
XOM vs EMB
+30.3%
+162.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -1.2% | +5.3% | +5.0% |
| 30D | +4.6% | -1.3% | +5.8% | +5.5% |
| 3M | +14.0% | -1.8% | +15.7% | +15.3% |
| 6M | +11.0% | +0.2% | +10.8% | +10.1% |
| YTD | +40.7% | +0.4% | +40.3% | +39.3% |
| 1Y | +52.3% | +2.8% | +49.5% | +47.7% |
| 3Y | +60.5% | +29.1% | +31.3% | +27.9% |
| 5Y | +266.4% | +6.3% | +260.2% | +260.3% |
| All | +192.9% | +30.3% | +162.6% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling