+252.5%
XOM vs EMB
+127.1%
+125.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -11.4% | -0.1% | -11.3% | -11.4% |
| 30D | +1.1% | +1.3% | -0.2% | +0.4% |
| 3M | +7.8% | -2.2% | +10.1% | +8.9% |
| 6M | +13.0% | -2.3% | +15.4% | +14.1% |
| YTD | +40.6% | -0.6% | +41.2% | +40.3% |
| 1Y | +49.1% | +0.5% | +48.6% | +47.9% |
| 3Y | +72.9% | +29.4% | +43.5% | +49.8% |
| 5Y | +204.0% | +6.5% | +197.5% | +191.4% |
| 10Y | +205.7% | +29.8% | +176.0% | +169.7% |
| All | +252.5% | +127.1% | +125.4% | +216.6% |
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