+52.6%
XOM vs VG
+47.2%
+5.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.7% | +3.1% | -3.1% |
| 7D | -7.0% | -16.4% | +9.4% | -3.8% |
| 30D | +3.2% | -10.8% | +14.0% | +5.3% |
| 3M | +10.7% | -6.3% | +17.0% | +11.7% |
| 6M | +11.6% | -12.5% | +24.1% | +12.9% |
| YTD | +43.5% | +76.9% | -33.4% | +35.5% |
| 1Y | +52.6% | +51.8% | +0.8% | +44.4% |
| All | +52.6% | +47.2% | +5.4% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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