+52.3%
XOM vs VFC
-10.6%
+62.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.8% |
| 7D | +4.1% | -1.4% | +5.5% | +4.0% |
| 30D | +4.6% | -9.0% | +13.6% | +4.0% |
| 3M | +14.0% | -24.2% | +38.1% | +12.3% |
| 6M | +11.0% | -18.5% | +29.5% | +8.6% |
| YTD | +40.7% | -25.9% | +66.6% | +38.3% |
| 1Y | +52.3% | -13.0% | +65.3% | +46.9% |
| All | +52.3% | -10.6% | +62.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling