+187.6%
XOM vs VRT
+2,725.9%
-2,538.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.0% | -2.1% |
| 7D | +1.8% | +9.1% | -7.4% | +0.9% |
| 30D | +5.9% | +0.9% | +4.9% | +5.6% |
| 3M | +5.6% | -13.4% | +18.9% | +6.1% |
| 6M | +7.9% | +11.7% | -3.8% | +5.0% |
| YTD | +35.2% | +73.2% | -38.1% | +24.8% |
| 1Y | +46.0% | +123.4% | -77.4% | +30.0% |
| 3Y | +55.0% | +606.2% | -551.1% | +10.1% |
| 5Y | +246.3% | +899.9% | -653.6% | +125.9% |
| All | +187.6% | +2,725.9% | -2,538.2% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling