+257.2%
XOM vs VUG
+77.1%
+180.1%
-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% | -0.5% | +0.3% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +4.6% | -1.0% | +5.5% | +4.7% |
| 3M | +14.0% | +3.5% | +10.4% | +13.1% |
| 6M | +11.0% | +14.2% | -3.2% | +7.8% |
| YTD | +40.7% | +8.5% | +32.2% | +38.2% |
| 1Y | +52.3% | +12.9% | +39.4% | +48.0% |
| 3Y | +60.5% | +85.6% | -25.2% | +35.9% |
| All | +257.2% | +77.1% | +180.1% | +193.3% |
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