+204.0%
XOM vs VT
+222.7%
-18.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.3% |
| 7D | +2.7% | +2.9% | -0.2% | +0.4% |
| 30D | -2.5% | -2.5% | 0.0% | -0.8% |
| 3M | +7.0% | -3.3% | +10.3% | +9.2% |
| 6M | +14.2% | +1.5% | +12.7% | +11.1% |
| YTD | +43.9% | +11.4% | +32.6% | +28.0% |
| 1Y | +47.9% | +11.9% | +36.0% | +30.8% |
| 3Y | +80.6% | +73.9% | +6.7% | +4.4% |
| 5Y | +212.8% | +57.9% | +154.9% | +96.1% |
| All | +204.0% | +222.7% | -18.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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