+264.5%
XOM vs VEA
+167.0%
+97.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.9% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | +3.4% | +0.4% | +3.0% | +2.9% |
| 3M | +11.0% | +4.8% | +6.2% | +6.1% |
| 6M | +10.6% | +11.3% | -0.6% | -0.8% |
| YTD | +39.2% | +17.4% | +21.8% | +19.4% |
| 1Y | +52.7% | +26.2% | +26.5% | +23.3% |
| 3Y | +56.8% | +77.7% | -21.0% | -5.7% |
| 5Y | +261.8% | +60.9% | +200.9% | +133.1% |
| 10Y | +191.3% | +163.6% | +27.7% | +29.0% |
| All | +264.5% | +167.0% | +97.5% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling