+46.0%
XOM vs VMC
-8.5%
+54.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.5% |
| 7D | +1.8% | -4.3% | +6.1% | +0.9% |
| 30D | +5.9% | -8.2% | +14.1% | +4.3% |
| 3M | +5.6% | -7.0% | +12.6% | +4.5% |
| 6M | +7.9% | -10.8% | +18.6% | +8.0% |
| YTD | +35.2% | -7.4% | +42.6% | +35.0% |
| 1Y | +46.0% | -9.5% | +55.5% | +46.9% |
| All | +46.0% | -8.5% | +54.5% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling