+52.6%
XOM vs VST
-35.7%
+88.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.8% | +9.2% | -5.6% |
| 7D | -7.0% | -15.7% | +8.7% | -8.2% |
| 30D | +3.2% | -17.0% | +20.2% | +1.9% |
| 3M | +10.7% | -15.9% | +26.5% | +9.5% |
| 6M | +11.6% | -25.0% | +36.6% | +10.2% |
| YTD | +43.5% | -25.1% | +68.6% | +42.0% |
| 1Y | +52.6% | -34.9% | +87.5% | +50.0% |
| All | +52.6% | -35.7% | +88.3% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling