+211.6%
XOM vs VST
+633.9%
-422.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +2.8% | +6.6% | -3.7% | +2.4% |
| 30D | -3.6% | -12.4% | +8.7% | -2.9% |
| 3M | +8.2% | -9.0% | +17.2% | +8.5% |
| 6M | +14.0% | -6.4% | +20.5% | +13.7% |
| YTD | +44.6% | -17.2% | +61.8% | +44.8% |
| 1Y | +47.8% | -22.0% | +69.8% | +48.6% |
| 3Y | +79.6% | +296.7% | -217.1% | +16.2% |
| All | +211.6% | +633.9% | -422.3% | +63.5% |
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 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