+191.6%
XOM vs VST
+1,219.3%
-1,027.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.3% | -8.0% | -1.9% |
| 7D | -8.3% | -0.5% | -7.8% | -8.5% |
| 30D | -2.5% | -17.1% | +14.6% | +0.1% |
| 3M | +8.3% | -4.6% | +12.9% | +8.1% |
| 6M | +15.5% | -9.1% | +24.5% | +15.3% |
| YTD | +39.6% | -16.6% | +56.3% | +39.8% |
| 1Y | +44.6% | -29.5% | +74.1% | +49.3% |
| 3Y | +76.6% | +297.5% | -221.0% | -3.7% |
| 5Y | +195.8% | +654.5% | -458.7% | +25.5% |
| 10Y | +191.6% | +1,205.2% | -1,013.6% | +11.9% |
| All | +191.6% | +1,219.3% | -1,027.7% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling