+238.9%
XOM vs EMB
+132.1%
+106.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +5.9% | -0.3% | +6.2% | +6.0% |
| 3M | +5.6% | -0.4% | +6.0% | +5.6% |
| 6M | +7.9% | +0.1% | +7.7% | +7.4% |
| YTD | +35.2% | +1.6% | +33.6% | +33.5% |
| 1Y | +46.0% | +5.6% | +40.4% | +41.2% |
| 3Y | +55.0% | +29.8% | +25.2% | +34.2% |
| 5Y | +246.3% | +7.3% | +239.0% | +231.3% |
| 10Y | +181.0% | +30.4% | +150.6% | +146.6% |
| All | +238.9% | +132.1% | +106.7% | +201.3% |
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