+260.8%
XOM vs EMB
+126.5%
+134.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +2.7% | -0.7% | +3.4% | +3.0% |
| 30D | -2.5% | +0.5% | -3.0% | -2.8% |
| 3M | +7.0% | -2.5% | +9.4% | +8.2% |
| 6M | +14.2% | -2.0% | +16.2% | +15.0% |
| YTD | +43.9% | -0.9% | +44.8% | +43.8% |
| 1Y | +47.9% | -0.3% | +48.2% | +47.3% |
| 3Y | +80.6% | +29.2% | +51.4% | +56.6% |
| 5Y | +212.8% | +7.4% | +205.4% | +198.1% |
| 10Y | +202.6% | +35.8% | +166.8% | +163.7% |
| All | +260.8% | +126.5% | +134.2% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling