+58.8%
XOM vs VFC
-27.2%
+86.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.3% |
| 7D | 0.0% | -2.3% | +2.4% | +0.1% |
| 30D | +3.4% | -13.4% | +16.8% | +3.9% |
| 3M | +11.0% | -23.7% | +34.7% | +11.8% |
| 6M | +10.6% | -24.5% | +35.1% | +11.2% |
| YTD | +39.2% | -27.8% | +67.0% | +40.2% |
| 1Y | +52.7% | -13.5% | +66.2% | +51.6% |
| All | +58.8% | -27.2% | +86.0% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling