+192.9%
XOM vs ESI
+312.8%
-119.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +4.1% | -4.6% | +8.7% | +5.3% |
| 30D | +4.6% | -10.5% | +15.1% | +7.3% |
| 3M | +14.0% | -19.8% | +33.8% | +19.1% |
| 6M | +11.0% | +5.8% | +5.2% | +5.4% |
| YTD | +40.7% | +38.3% | +2.4% | +22.4% |
| 1Y | +52.3% | +31.5% | +20.8% | +33.8% |
| 3Y | +60.5% | +80.7% | -20.2% | +22.9% |
| 5Y | +266.4% | +69.4% | +197.0% | +176.0% |
| All | +192.9% | +312.8% | -119.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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