+51.6%
XOM vs VMC
-14.8%
+66.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | +1.9% | -3.7% | +5.6% | +1.1% |
| 30D | +4.1% | -12.8% | +16.8% | +1.5% |
| 3M | +10.4% | -7.9% | +18.3% | +8.9% |
| 6M | +13.0% | -7.5% | +20.5% | +11.6% |
| YTD | +40.1% | -11.6% | +51.7% | +38.5% |
| All | +51.6% | -14.8% | +66.4% | +49.9% |
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