+43.2%
XOM vs VG
+51.8%
-8.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.2% |
| 7D | -1.5% | +5.5% | -7.0% | -2.6% |
| 30D | -3.2% | -3.6% | +0.4% | -2.7% |
| 3M | +5.0% | -4.0% | +9.0% | +5.5% |
| 6M | +12.9% | +9.4% | +3.5% | +10.1% |
| YTD | +41.3% | +86.6% | -45.3% | +30.4% |
| 1Y | +43.2% | +69.5% | -26.3% | +32.0% |
| All | +43.2% | +51.8% | -8.6% | +32.0% |
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