+192.9%
XOM vs XME
+421.4%
-228.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +4.1% | -4.2% | +8.3% | +6.0% |
| 30D | +4.6% | -2.7% | +7.3% | +5.4% |
| 3M | +14.0% | -3.9% | +17.9% | +14.7% |
| 6M | +11.0% | -1.0% | +11.9% | +7.8% |
| YTD | +40.7% | +9.8% | +30.9% | +28.6% |
| 1Y | +52.3% | +32.5% | +19.8% | +24.4% |
| 3Y | +60.5% | +124.3% | -63.9% | -5.0% |
| 5Y | +266.4% | +165.8% | +100.6% | +89.0% |
| All | +192.9% | +421.4% | -228.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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