+61.4%
XOM vs VG
-51.4%
+112.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -11.4% | -22.0% | +10.6% | -8.4% |
| 30D | +1.1% | -11.6% | +12.8% | +2.7% |
| 3M | +7.8% | -14.9% | +22.7% | +10.0% |
| 6M | +13.0% | -3.5% | +16.6% | +13.0% |
| YTD | +40.6% | +70.0% | -29.4% | +32.6% |
| 1Y | +49.1% | +50.0% | -0.9% | +41.5% |
| All | +61.4% | -51.4% | +112.8% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling