+261.8%
XOM vs ESI
+74.4%
+187.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | 0.0% | +3.9% | -3.9% | -0.4% |
| 30D | +3.4% | -3.8% | +7.2% | +3.8% |
| 3M | +11.0% | -13.1% | +24.1% | +12.1% |
| 6M | +10.6% | +11.3% | -0.7% | +6.5% |
| YTD | +39.2% | +44.1% | -4.9% | +27.3% |
| 1Y | +52.7% | +40.3% | +12.4% | +39.9% |
| 3Y | +56.8% | +84.1% | -27.3% | +32.7% |
| 5Y | +261.8% | +75.8% | +186.0% | +186.8% |
| All | +261.8% | +74.4% | +187.3% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling