+53.4%
XOM vs VRT
+642.1%
-588.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -2.9% | +0.7% |
| 7D | -2.4% | +13.6% | -16.0% | -2.4% |
| 30D | +5.7% | +6.8% | -1.1% | +5.7% |
| 3M | +6.6% | -3.2% | +9.8% | +6.6% |
| 6M | +7.7% | +20.3% | -12.7% | +7.1% |
| YTD | +36.2% | +79.6% | -43.4% | +34.1% |
| 1Y | +50.5% | +139.0% | -88.5% | +46.8% |
| 3Y | +53.4% | +644.6% | -591.2% | +59.7% |
| All | +53.4% | +642.1% | -588.8% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling