+211.6%
XOM vs VUG
+62.0%
+149.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +2.8% | +2.5% | +0.3% | +2.5% |
| 30D | -3.6% | -6.3% | +2.6% | -2.8% |
| 3M | +8.2% | -6.0% | +14.3% | +9.0% |
| 6M | +14.0% | -3.5% | +17.6% | +14.2% |
| YTD | +44.6% | +3.9% | +40.7% | +42.7% |
| 1Y | +47.8% | +5.1% | +42.7% | +45.4% |
| 3Y | +79.6% | +77.9% | +1.7% | +53.1% |
| All | +211.6% | +62.0% | +149.6% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling