+41.3%
XOM vs VST
-29.0%
+70.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | -0.3% |
| 7D | -7.3% | -6.0% | -1.3% | -7.8% |
| 30D | -2.6% | -18.8% | +16.1% | -4.4% |
| 3M | +3.6% | -8.0% | +11.6% | +3.1% |
| 6M | +15.3% | -10.9% | +26.2% | +15.3% |
| YTD | +39.4% | -18.3% | +57.7% | +38.7% |
| All | +41.3% | -29.0% | +70.3% | +39.5% |
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 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