+4,294.1%
XOM vs VMC
+3,191.4%
+1,102.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.2% |
| 7D | -2.4% | -0.5% | -1.8% | -2.2% |
| 30D | +5.7% | -9.1% | +14.8% | +8.3% |
| 3M | +6.6% | -4.1% | +10.7% | +7.1% |
| 6M | +7.7% | -5.5% | +13.2% | +7.9% |
| YTD | +36.2% | -8.9% | +45.1% | +37.4% |
| 1Y | +50.5% | -12.9% | +63.4% | +53.5% |
| 3Y | +53.4% | +22.1% | +31.2% | +39.3% |
| 5Y | +254.2% | +52.7% | +201.5% | +195.5% |
| 10Y | +177.9% | +152.7% | +25.2% | +93.1% |
| All | +4,294.1% | +3,191.4% | +1,102.6% | +1,748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling