+207.7%
XOM vs VRT
+1,936.0%
-1,728.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.8% |
| 7D | +2.8% | +10.5% | -7.7% | +1.9% |
| 30D | -3.6% | -9.3% | +5.7% | -3.2% |
| 3M | +8.2% | -29.6% | +37.8% | +10.8% |
| 6M | +14.0% | -45.4% | +59.4% | +18.7% |
| YTD | +44.6% | +24.8% | +19.8% | +36.6% |
| 1Y | +47.8% | +23.6% | +24.2% | +39.4% |
| 3Y | +79.6% | +379.7% | -300.1% | +32.3% |
| 5Y | +214.3% | +660.3% | -446.1% | +106.5% |
| All | +207.7% | +1,936.0% | -1,728.3% | +46.7% |
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