+60.1%
XOM vs VG
-49.4%
+109.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -7.3% | -7.7% | +0.4% | -6.3% |
| 30D | -2.6% | -8.8% | +6.2% | -1.5% |
| 3M | +3.6% | -15.6% | +19.2% | +5.7% |
| 6M | +15.3% | +5.2% | +10.1% | +14.0% |
| YTD | +39.4% | +76.9% | -37.5% | +30.7% |
| 1Y | +43.2% | +42.5% | +0.7% | +36.3% |
| All | +60.1% | -49.4% | +109.4% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling