+246.0%
XOM vs VSXY
+33.4%
+212.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +4.1% | -22.1% | +26.1% | +4.9% |
| 3M | +10.4% | -1.1% | +11.6% | +10.2% |
| 6M | +13.0% | +53.8% | -40.8% | +10.2% |
| YTD | +40.1% | +35.5% | +4.6% | +37.0% |
| 1Y | +51.1% | +186.0% | -134.9% | +40.8% |
| 3Y | +57.7% | +343.2% | -285.5% | +37.3% |
| 5Y | +264.7% | +19.0% | +245.7% | +235.2% |
| All | +246.0% | +33.4% | +212.6% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling