+304.0%
XOM vs VCLT
+102.9%
+201.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | 0.0% | 0.0% | 0.0% | +0.1% |
| 30D | +3.4% | +0.1% | +3.3% | +3.5% |
| 3M | +11.0% | -2.9% | +13.9% | +10.8% |
| 6M | +10.6% | -4.0% | +14.6% | +10.4% |
| YTD | +39.2% | -2.2% | +41.5% | +39.1% |
| 1Y | +52.7% | -2.6% | +55.3% | +52.6% |
| 3Y | +56.8% | +12.3% | +44.5% | +57.8% |
| 5Y | +261.8% | -16.4% | +278.2% | +253.8% |
| 10Y | +191.3% | +18.1% | +173.2% | +208.7% |
| All | +304.0% | +102.9% | +201.0% | +477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling