+4,261.5%
XOM vs VFC
+845.1%
+3,416.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.0% | -2.2% |
| 7D | +1.8% | -1.6% | +3.4% | +2.1% |
| 30D | +5.9% | -11.6% | +17.5% | +8.5% |
| 3M | +5.6% | -18.1% | +23.7% | +8.8% |
| 6M | +7.9% | -27.4% | +35.2% | +13.0% |
| YTD | +35.2% | -24.8% | +60.0% | +40.0% |
| 1Y | +46.0% | -8.2% | +54.2% | +42.9% |
| 3Y | +55.0% | -29.1% | +84.1% | +43.6% |
| 5Y | +246.3% | -79.2% | +325.5% | +332.4% |
| 10Y | +181.0% | -68.1% | +249.1% | +205.7% |
| All | +4,261.5% | +845.1% | +3,416.4% | +2,656.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling