+257.2%
XOM vs VGT
+136.3%
+120.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +4.6% | -0.4% | +5.0% | +4.6% |
| 3M | +14.0% | +4.4% | +9.5% | +13.0% |
| 6M | +11.0% | +32.1% | -21.1% | +5.4% |
| YTD | +40.7% | +28.8% | +11.9% | +34.2% |
| 1Y | +52.3% | +35.3% | +17.0% | +43.4% |
| 3Y | +60.5% | +124.8% | -64.3% | +32.1% |
| All | +257.2% | +136.3% | +120.9% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 5y: compounded portfolio wealth divided by compounded VGT 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…
5y analysis · Full analysis span regression · 6 months rolling