+47.8%
XOM vs VST
-24.4%
+72.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.4% |
| 7D | +2.8% | +6.6% | -3.7% | +3.3% |
| 30D | -3.6% | -12.4% | +8.7% | -4.7% |
| 3M | +8.2% | -9.0% | +17.2% | +7.6% |
| 6M | +14.0% | -6.4% | +20.5% | +14.4% |
| YTD | +44.6% | -17.2% | +61.8% | +44.0% |
| 1Y | +47.8% | -22.0% | +69.8% | +46.3% |
| All | +47.8% | -24.4% | +72.1% | +46.3% |
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