+14.0%
XOM vs VUG
-2.5%
+16.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | 0.0% |
| 7D | +2.8% | +2.5% | +0.3% | +4.1% |
| 30D | -3.6% | -6.3% | +2.6% | -7.2% |
| 3M | +8.2% | -6.0% | +14.3% | +4.7% |
| 6M | +14.0% | -3.5% | +17.6% | +12.1% |
| All | +14.0% | -2.5% | +16.6% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling