+257.2%
XOM vs VNQ
+7.0%
+250.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.2% |
| 7D | +4.1% | -1.3% | +5.4% | +4.5% |
| 30D | +4.6% | -2.6% | +7.2% | +5.4% |
| 3M | +14.0% | -2.0% | +16.0% | +14.5% |
| 6M | +11.0% | +4.3% | +6.6% | +8.8% |
| YTD | +40.7% | +9.2% | +31.5% | +35.6% |
| 1Y | +52.3% | +5.6% | +46.7% | +48.5% |
| 3Y | +60.5% | +30.8% | +29.6% | +43.6% |
| All | +257.2% | +7.0% | +250.2% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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