+722.5%
XOM vs VUG
+1,251.8%
-529.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +5.9% | -0.3% | +6.2% | +5.9% |
| 3M | +5.6% | -0.7% | +6.3% | +5.1% |
| 6M | +7.9% | +14.6% | -6.8% | -3.8% |
| YTD | +35.2% | +9.0% | +26.2% | +24.5% |
| 1Y | +46.0% | +14.9% | +31.1% | +28.9% |
| 3Y | +55.0% | +86.0% | -31.0% | -8.3% |
| 5Y | +246.3% | +76.7% | +169.6% | +102.3% |
| 10Y | +181.0% | +411.3% | -230.3% | -39.9% |
| All | +722.5% | +1,251.8% | -529.3% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling