+317.6%
VOO vs XOM
+194.6%
+122.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | +4.1% | -4.9% | -2.0% |
| 30D | -1.1% | +4.6% | -5.7% | -2.5% |
| 3M | +3.9% | +14.0% | -10.1% | -0.6% |
| 6M | +13.6% | +11.0% | +2.7% | +8.8% |
| YTD | +12.7% | +40.7% | -28.0% | -0.7% |
| 1Y | +17.6% | +52.3% | -34.7% | +0.7% |
| 3Y | +77.3% | +60.5% | +16.9% | +46.8% |
| 5Y | +84.1% | +266.4% | -182.3% | +6.9% |
| All | +317.6% | +194.6% | +122.9% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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