+257.2%
XOM vs VMC
+47.0%
+210.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +4.1% | -3.8% | +7.9% | +4.5% |
| 30D | +4.6% | -9.7% | +14.3% | +5.6% |
| 3M | +14.0% | -9.6% | +23.6% | +14.8% |
| 6M | +11.0% | -4.8% | +15.8% | +10.6% |
| YTD | +40.7% | -10.9% | +51.6% | +41.3% |
| 1Y | +52.3% | -15.6% | +67.9% | +54.3% |
| 3Y | +60.5% | +19.3% | +41.1% | +49.9% |
| All | +257.2% | +47.0% | +210.2% | +209.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling