+4,419.1%
XOM vs VTRS
+548.0%
+3,871.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.9% | -3.3% | +5.2% | +2.4% |
| 30D | +4.1% | +1.4% | +2.7% | +3.8% |
| 3M | +10.4% | +4.6% | +5.8% | +9.4% |
| 6M | +13.0% | +18.1% | -5.0% | +9.5% |
| YTD | +40.1% | +34.7% | +5.4% | +32.8% |
| 1Y | +51.1% | +65.6% | -14.5% | +38.5% |
| 3Y | +57.7% | +83.8% | -26.1% | +40.2% |
| 5Y | +264.7% | +46.5% | +218.3% | +230.8% |
| 10Y | +193.1% | -48.6% | +241.7% | +196.0% |
| All | +4,419.1% | +548.0% | +3,871.1% | +3,161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling