+65.2%
XOM vs VG
-44.1%
+109.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.2% |
| 7D | +2.7% | +15.1% | -12.4% | +0.7% |
| 30D | -2.5% | -4.2% | +1.7% | -2.1% |
| 3M | +7.0% | -3.1% | +10.1% | +7.2% |
| 6M | +14.2% | +0.3% | +13.9% | +13.3% |
| YTD | +43.9% | +95.5% | -51.6% | +33.0% |
| 1Y | +47.9% | +64.4% | -16.5% | +38.5% |
| All | +65.2% | -44.1% | +109.3% | +58.6% |
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