+49.1%
XOM vs VST
-31.4%
+80.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.6% | -10.2% | +1.0% |
| 7D | -11.4% | -9.8% | -1.6% | -12.0% |
| 30D | +1.1% | -25.1% | +26.3% | -1.3% |
| 3M | +7.8% | -11.6% | +19.4% | +7.1% |
| 6M | +13.0% | -20.9% | +34.0% | +12.0% |
| YTD | +40.6% | -22.3% | +62.9% | +39.5% |
| 1Y | +49.1% | -32.0% | +81.1% | +47.1% |
| All | +49.1% | -31.4% | +80.4% | +47.1% |
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