+192.9%
XOM vs VCLT
+17.1%
+175.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +4.1% | -1.4% | +5.4% | +4.2% |
| 30D | +4.6% | -1.2% | +5.8% | +4.7% |
| 3M | +14.0% | -4.8% | +18.7% | +14.4% |
| 6M | +11.0% | -2.6% | +13.5% | +11.1% |
| YTD | +40.7% | -3.3% | +44.0% | +41.0% |
| 1Y | +52.3% | -4.8% | +57.1% | +52.9% |
| 3Y | +60.5% | +11.5% | +48.9% | +57.8% |
| 5Y | +266.4% | -17.0% | +283.4% | +273.3% |
| All | +192.9% | +17.1% | +175.8% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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