+192.9%
XOM vs VEA
+165.0%
+27.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.4% |
| 7D | +4.1% | -1.5% | +5.5% | +5.2% |
| 30D | +4.6% | -0.8% | +5.4% | +5.0% |
| 3M | +14.0% | +2.5% | +11.5% | +11.0% |
| 6M | +11.0% | +11.1% | -0.2% | -0.9% |
| YTD | +40.7% | +17.2% | +23.5% | +19.6% |
| 1Y | +52.3% | +24.5% | +27.8% | +22.4% |
| 3Y | +60.5% | +75.4% | -15.0% | -8.1% |
| 5Y | +266.4% | +61.1% | +205.3% | +126.4% |
| All | +192.9% | +165.0% | +27.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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