+255.4%
XOM vs VT
+374.2%
-118.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | +0.4% | +1.3% | +1.3% |
| 30D | +5.9% | +1.0% | +4.9% | +4.9% |
| 3M | +5.6% | +2.4% | +3.2% | +2.8% |
| 6M | +7.9% | +12.0% | -4.1% | -3.7% |
| YTD | +35.2% | +15.3% | +19.8% | +17.6% |
| 1Y | +46.0% | +22.6% | +23.4% | +20.2% |
| 3Y | +55.0% | +74.7% | -19.6% | -7.5% |
| 5Y | +246.3% | +66.1% | +180.2% | +112.5% |
| 10Y | +181.0% | +225.0% | -44.0% | -1.8% |
| All | +255.4% | +374.2% | -118.8% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling