+211.6%
XOM vs VFC
-68.3%
+279.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | +0.3% |
| 7D | +2.8% | +1.6% | +1.2% | +2.7% |
| 30D | -3.6% | +25.5% | -29.1% | -4.9% |
| 3M | +8.2% | +41.3% | -33.0% | +6.0% |
| 6M | +14.0% | +22.2% | -8.2% | +12.3% |
| YTD | +44.6% | +16.4% | +28.2% | +42.3% |
| 1Y | +47.8% | +38.4% | +9.3% | +43.2% |
| 3Y | +79.6% | +56.2% | +23.3% | +63.7% |
| All | +211.6% | -68.3% | +279.9% | +265.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling