+200.7%
XOM vs VST
+561.4%
-360.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.6% | -10.2% | -0.4% |
| 7D | -11.4% | -9.8% | -1.6% | -10.8% |
| 30D | +1.1% | -25.1% | +26.3% | +2.9% |
| 3M | +7.8% | -11.6% | +19.4% | +8.3% |
| 6M | +13.0% | -20.9% | +34.0% | +14.3% |
| YTD | +40.6% | -22.3% | +62.9% | +41.4% |
| 1Y | +49.1% | -32.0% | +81.1% | +51.8% |
| 3Y | +72.9% | +262.4% | -189.5% | +13.7% |
| All | +200.7% | +561.4% | -360.7% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling