+408.6%
XOM vs VIG
+614.0%
-205.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.7% |
| 7D | 0.0% | -1.2% | +1.2% | +1.2% |
| 30D | +3.4% | -2.8% | +6.3% | +6.3% |
| 3M | +11.0% | +2.5% | +8.5% | +7.9% |
| 6M | +10.6% | +8.1% | +2.5% | +1.3% |
| YTD | +39.2% | +9.6% | +29.6% | +25.6% |
| 1Y | +52.7% | +14.2% | +38.6% | +31.9% |
| 3Y | +56.8% | +56.1% | +0.7% | -3.1% |
| 5Y | +261.8% | +62.8% | +198.9% | +109.7% |
| 10Y | +191.3% | +248.2% | -56.9% | -25.2% |
| All | +408.6% | +614.0% | -205.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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