+608.6%
XOM vs VNQ
+382.8%
+225.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +1.9% | -2.6% | +4.5% | +3.0% |
| 30D | +4.1% | -2.3% | +6.4% | +5.0% |
| 3M | +10.4% | -2.8% | +13.2% | +11.5% |
| 6M | +13.0% | +2.5% | +10.5% | +11.2% |
| YTD | +40.1% | +8.4% | +31.6% | +34.5% |
| 1Y | +51.1% | +6.8% | +44.4% | +46.0% |
| 3Y | +57.7% | +29.9% | +27.8% | +38.8% |
| 5Y | +264.7% | +7.2% | +257.5% | +244.1% |
| 10Y | +193.1% | +62.5% | +130.6% | +132.0% |
| All | +608.6% | +382.8% | +225.9% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling