+265.4%
XOM vs V
+2,773.8%
-2,508.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +1.8% | -1.7% | +3.5% | +2.4% |
| 30D | +5.9% | +2.0% | +3.9% | +4.9% |
| 3M | +5.6% | +17.4% | -11.8% | -1.3% |
| 6M | +7.9% | +17.5% | -9.6% | +0.4% |
| YTD | +35.2% | +7.6% | +27.6% | +29.9% |
| 1Y | +46.0% | +7.7% | +38.3% | +39.8% |
| 3Y | +55.0% | +54.7% | +0.4% | +26.1% |
| 5Y | +246.3% | +73.0% | +173.3% | +163.1% |
| 10Y | +181.0% | +390.9% | -209.9% | +43.2% |
| All | +265.4% | +2,773.8% | -2,508.5% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling