+728.7%
XOM vs VUG
+1,246.8%
-518.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -2.4% | +0.9% | -3.2% | -2.9% |
| 30D | +5.7% | -1.4% | +7.1% | +6.5% |
| 3M | +6.6% | +2.3% | +4.2% | +4.0% |
| 6M | +7.7% | +15.7% | -8.0% | -4.6% |
| YTD | +36.2% | +8.6% | +27.6% | +25.7% |
| 1Y | +50.5% | +14.1% | +36.4% | +33.6% |
| 3Y | +53.4% | +87.9% | -34.5% | -10.0% |
| 5Y | +254.2% | +76.3% | +177.9% | +107.1% |
| 10Y | +177.9% | +409.7% | -231.8% | -40.5% |
| All | +728.7% | +1,246.8% | -518.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VUG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling