+56.4%
XOM vs VG
-38.0%
+94.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -2.4% | -2.5% | +0.2% | -2.0% |
| 30D | +5.7% | +11.1% | -5.4% | +4.1% |
| 3M | +6.6% | +14.9% | -8.3% | +4.2% |
| 6M | +7.7% | +18.4% | -10.7% | +4.5% |
| YTD | +36.2% | +116.6% | -80.4% | +24.5% |
| 1Y | +50.5% | +9.4% | +41.1% | +45.2% |
| All | +56.4% | -38.0% | +94.4% | +48.4% |
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 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