+644.6%
VRT vs XOP
+36.7%
+607.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.9% |
| 7D | +13.6% | +0.6% | +13.0% | +13.3% |
| 30D | +6.8% | +16.5% | -9.8% | -0.7% |
| 3M | -3.2% | +15.7% | -18.9% | -10.6% |
| 6M | +20.3% | +19.2% | +1.1% | +6.2% |
| YTD | +79.6% | +55.0% | +24.6% | +31.9% |
| 1Y | +139.0% | +54.2% | +84.8% | +74.5% |
| 3Y | +644.6% | +35.9% | +608.7% | +463.1% |
| All | +644.6% | +36.7% | +607.9% | +463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3y: compounded portfolio wealth divided by compounded XOP 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…
3y analysis · Full analysis span regression · 6 months rolling