+182.3%
XOM vs VST
+1,175.7%
-993.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.3% |
| 7D | +1.8% | +8.9% | -7.1% | +0.2% |
| 30D | +5.9% | +6.2% | -0.4% | +4.6% |
| 3M | +5.6% | -2.7% | +8.3% | +5.5% |
| 6M | +7.9% | -8.4% | +16.2% | +8.0% |
| YTD | +35.2% | -7.2% | +42.4% | +34.0% |
| 1Y | +46.0% | -20.9% | +66.9% | +48.1% |
| 3Y | +55.0% | +384.0% | -329.0% | -18.4% |
| 5Y | +246.3% | +757.1% | -510.8% | +45.2% |
| All | +182.3% | +1,175.7% | -993.4% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling