+55.2%
XOM vs VG
-39.3%
+94.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.8% | +1.7% | +0.1% | +1.5% |
| 30D | +5.9% | +16.0% | -10.2% | +3.7% |
| 3M | +5.6% | +9.7% | -4.2% | +3.8% |
| 6M | +7.9% | +29.6% | -21.7% | +3.8% |
| YTD | +35.2% | +112.0% | -76.8% | +23.9% |
| 1Y | +46.0% | +12.8% | +33.2% | +40.5% |
| All | +55.2% | -39.3% | +94.5% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling