+193.1%
XOM vs VST
+1,147.5%
-954.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.2% |
| 7D | -7.3% | -6.0% | -1.3% | -6.6% |
| 30D | -2.6% | -18.8% | +16.1% | +0.3% |
| 3M | +3.6% | -8.0% | +11.6% | +4.1% |
| 6M | +15.3% | -10.9% | +26.2% | +15.5% |
| YTD | +39.4% | -18.3% | +57.7% | +40.1% |
| 1Y | +43.2% | -29.9% | +73.1% | +47.8% |
| 3Y | +74.9% | +290.3% | -215.4% | -4.5% |
| 5Y | +201.3% | +635.3% | -434.0% | +28.2% |
| All | +193.1% | +1,147.5% | -954.3% | +11.5% |
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