+196.2%
XOM vs VRT
+2,548.2%
-2,352.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.6% | +11.8% | +3.1% |
| 7D | 0.0% | +2.4% | -2.4% | -0.3% |
| 30D | +3.4% | -2.7% | +6.1% | +3.5% |
| 3M | +11.0% | -9.2% | +20.2% | +10.9% |
| 6M | +10.6% | -0.5% | +11.1% | +8.9% |
| YTD | +39.2% | +62.3% | -23.1% | +29.2% |
| 1Y | +52.7% | +109.6% | -56.8% | +36.7% |
| 3Y | +56.8% | +573.1% | -516.3% | +11.6% |
| 5Y | +261.8% | +953.6% | -691.8% | +127.7% |
| All | +196.2% | +2,548.2% | -2,352.0% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 10y: compounded portfolio wealth divided by compounded VRT 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…
10y analysis · Full analysis span regression · 6 months rolling