+200.7%
XOM vs VT
+53.4%
+147.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -11.4% | -2.3% | -9.1% | -10.6% |
| 30D | +1.1% | -5.0% | +6.1% | +3.0% |
| 3M | +7.8% | -4.9% | +12.7% | +9.7% |
| 6M | +13.0% | -1.5% | +14.6% | +12.8% |
| YTD | +40.6% | +8.5% | +32.1% | +32.9% |
| 1Y | +49.1% | +11.4% | +37.7% | +38.8% |
| 3Y | +72.9% | +70.1% | +2.8% | +24.1% |
| All | +200.7% | +53.4% | +147.3% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling