+206.8%
XOM vs ESI
+224.6%
-17.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.3% |
| 7D | +1.8% | +3.3% | -1.6% | +1.0% |
| 30D | +5.9% | -5.9% | +11.7% | +7.0% |
| 3M | +5.6% | -14.1% | +19.7% | +7.7% |
| 6M | +7.9% | +6.6% | +1.3% | +3.7% |
| YTD | +35.2% | +45.0% | -9.9% | +20.7% |
| 1Y | +46.0% | +41.5% | +4.5% | +30.5% |
| 3Y | +55.0% | +78.8% | -23.7% | +28.2% |
| 5Y | +246.3% | +70.9% | +175.4% | +183.0% |
| 10Y | +181.0% | +317.1% | -136.1% | +81.6% |
| All | +206.8% | +224.6% | -17.8% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling