+192.9%
XOM vs VTRS
-48.4%
+241.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +4.1% | -2.2% | +6.3% | +4.6% |
| 30D | +4.6% | +3.3% | +1.3% | +3.8% |
| 3M | +14.0% | +2.0% | +12.0% | +13.1% |
| 6M | +11.0% | +19.9% | -9.0% | +5.6% |
| YTD | +40.7% | +35.7% | +5.0% | +29.8% |
| 1Y | +52.3% | +68.1% | -15.8% | +33.3% |
| 3Y | +60.5% | +87.1% | -26.6% | +33.2% |
| 5Y | +266.4% | +47.6% | +218.8% | +213.9% |
| All | +192.9% | -48.4% | +241.3% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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