+1,164.9%
VST vs XOP
+53.9%
+1,111.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | +6.6% | +6.3% | +0.2% | +4.3% |
| 30D | -12.4% | -6.6% | -5.8% | -10.2% |
| 3M | -9.0% | +3.6% | -12.6% | -10.1% |
| 6M | -6.4% | +10.8% | -17.2% | -10.3% |
| YTD | -17.2% | +48.3% | -65.5% | -29.3% |
| 1Y | -22.0% | +42.9% | -65.0% | -32.8% |
| 3Y | +296.7% | +43.3% | +253.4% | +244.1% |
| 5Y | +637.6% | +94.0% | +543.6% | +467.2% |
| All | +1,164.9% | +53.9% | +1,111.0% | +722.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling