+163.2%
OXY vs VFC
-79.4%
+242.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +1.4% | -3.3% | +4.7% | +1.7% |
| 30D | +4.0% | -14.0% | +18.0% | +5.7% |
| 3M | +7.6% | -22.6% | +30.2% | +9.8% |
| 6M | +16.2% | -24.7% | +40.9% | +18.0% |
| YTD | +50.8% | -29.0% | +79.8% | +54.3% |
| 1Y | +34.7% | -13.8% | +48.5% | +33.1% |
| 3Y | -1.0% | -28.2% | +27.2% | -5.2% |
| 5Y | +163.2% | -79.0% | +242.2% | +240.5% |
| All | +163.2% | -79.4% | +242.6% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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