+201.3%
XOM vs VRT
+624.8%
-423.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +3.0% | -0.1% |
| 7D | -7.3% | -17.7% | +10.4% | -6.9% |
| 30D | -2.6% | -20.0% | +17.4% | -2.2% |
| 3M | +3.6% | -28.1% | +31.7% | +4.3% |
| 6M | +15.3% | -42.8% | +58.1% | +16.7% |
| YTD | +39.4% | +20.0% | +19.4% | +36.2% |
| 1Y | +43.2% | +3.5% | +39.6% | +40.6% |
| 3Y | +74.9% | +366.1% | -291.2% | +55.4% |
| 5Y | +201.3% | +632.2% | -430.9% | +136.8% |
| All | +201.3% | +624.8% | -423.6% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling