+247.6%
XOM vs VSXY
+37.5%
+210.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +4.6% | -18.7% | +23.3% | +5.3% |
| 3M | +14.0% | -4.0% | +17.9% | +13.9% |
| 6M | +11.0% | +67.5% | -56.5% | +7.8% |
| YTD | +40.7% | +39.7% | +1.0% | +37.5% |
| 1Y | +52.3% | +180.0% | -127.7% | +42.2% |
| 3Y | +60.5% | +337.3% | -276.8% | +40.0% |
| 5Y | +266.4% | +22.7% | +243.7% | +236.4% |
| All | +247.6% | +37.5% | +210.1% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling