+264.7%
XOM vs XME
+167.8%
+96.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.7% |
| 7D | +1.9% | -3.0% | +4.9% | +2.8% |
| 30D | +4.1% | -2.6% | +6.7% | +4.6% |
| 3M | +10.4% | +2.2% | +8.3% | +8.7% |
| 6M | +13.0% | +0.7% | +12.3% | +10.3% |
| YTD | +40.1% | +10.9% | +29.1% | +30.6% |
| 1Y | +51.1% | +35.7% | +15.4% | +27.8% |
| 3Y | +57.7% | +127.1% | -69.4% | +1.7% |
| 5Y | +264.7% | +168.5% | +96.3% | +109.1% |
| All | +264.7% | +167.8% | +96.9% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling