+4,294.1%
XOM vs VSH
+1,656.4%
+2,637.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -2.4% | +6.2% | -8.6% | -3.2% |
| 30D | +5.7% | -11.1% | +16.8% | +7.2% |
| 3M | +6.6% | -44.9% | +51.5% | +14.1% |
| 6M | +7.7% | +90.0% | -82.3% | -5.9% |
| YTD | +36.2% | +118.8% | -82.6% | +16.1% |
| 1Y | +50.5% | +109.0% | -58.5% | +28.5% |
| 3Y | +53.4% | +35.6% | +17.7% | +36.2% |
| 5Y | +254.2% | +66.7% | +187.5% | +201.3% |
| 10Y | +177.9% | +167.9% | +10.0% | +118.8% |
| All | +4,294.1% | +1,656.4% | +2,637.7% | +2,473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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