+1,288.4%
XOM vs VTR
+1,484.0%
-195.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.3% |
| 7D | 0.0% | -2.9% | +3.0% | +0.6% |
| 30D | +3.4% | -2.8% | +6.2% | +4.0% |
| 3M | +11.0% | +9.0% | +2.0% | +8.9% |
| 6M | +10.6% | +5.0% | +5.7% | +9.1% |
| YTD | +39.2% | +16.9% | +22.3% | +34.3% |
| 1Y | +52.7% | +34.3% | +18.4% | +43.1% |
| 3Y | +56.8% | +131.6% | -74.8% | +30.4% |
| 5Y | +261.8% | +88.0% | +173.8% | +210.3% |
| 10Y | +191.3% | +97.8% | +93.5% | +133.1% |
| All | +1,288.4% | +1,484.0% | -195.5% | +780.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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