+63.0%
XOM vs VLTO
+56.1%
+6.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -8.3% | +2.0% | -10.4% | -8.5% |
| 30D | -2.5% | +21.8% | -24.3% | -4.5% |
| 3M | +8.3% | +20.2% | -11.9% | +6.2% |
| 6M | +15.5% | +36.3% | -20.9% | +11.2% |
| YTD | +39.6% | +18.8% | +20.8% | +36.9% |
| 1Y | +44.6% | +20.4% | +24.2% | +41.3% |
| 3Y | +76.6% | +71.9% | +4.7% | +67.3% |
| All | +63.0% | +56.1% | +6.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling