+254.2%
XOM vs VRT
+994.5%
-740.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -2.9% | +0.6% |
| 7D | -2.4% | +13.6% | -16.0% | -2.7% |
| 30D | +5.7% | +6.8% | -1.1% | +5.4% |
| 3M | +6.6% | -3.2% | +9.8% | +6.4% |
| 6M | +7.7% | +20.3% | -12.7% | +6.3% |
| YTD | +36.2% | +79.6% | -43.4% | +31.8% |
| 1Y | +50.5% | +139.0% | -88.5% | +43.3% |
| 3Y | +53.4% | +644.6% | -591.2% | +34.4% |
| 5Y | +254.2% | +1,024.4% | -770.2% | +181.8% |
| All | +254.2% | +994.5% | -740.3% | +181.8% |
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