+59.7%
XOM vs VMC
+17.8%
+42.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.9% | -3.7% | +5.6% | +1.8% |
| 30D | +4.1% | -12.8% | +16.8% | +3.9% |
| 3M | +10.4% | -7.9% | +18.3% | +10.1% |
| 6M | +13.0% | -7.5% | +20.5% | +12.5% |
| YTD | +40.1% | -11.6% | +51.7% | +39.7% |
| 1Y | +51.1% | -14.3% | +65.4% | +51.1% |
| All | +59.7% | +17.8% | +42.0% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling