+779.9%
XOM vs VO
+825.6%
-45.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | +3.1% | -0.3% | +0.3% |
| 30D | -3.6% | +2.2% | -5.8% | -5.5% |
| 3M | +8.2% | -2.5% | +10.7% | +9.9% |
| 6M | +14.0% | +7.0% | +7.1% | +7.0% |
| YTD | +44.6% | +14.0% | +30.6% | +28.1% |
| 1Y | +47.8% | +15.6% | +32.1% | +29.3% |
| 3Y | +79.6% | +66.2% | +13.4% | +15.2% |
| 5Y | +214.3% | +36.6% | +177.7% | +131.2% |
| 10Y | +204.0% | +199.0% | +5.0% | +17.8% |
| All | +779.9% | +825.6% | -45.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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