+55.3%
XOM vs V
+52.5%
+2.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.0% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +5.7% | +1.9% | +3.8% | +5.3% |
| 3M | +6.6% | +15.5% | -9.0% | +3.9% |
| 6M | +7.7% | +16.6% | -9.0% | +4.7% |
| YTD | +36.2% | +5.7% | +30.4% | +35.1% |
| 1Y | +50.5% | +8.6% | +41.9% | +48.1% |
| All | +55.3% | +52.5% | +2.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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