+459.4%
XOM vs VWO
+317.6%
+141.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.5% |
| 7D | +1.9% | -1.7% | +3.6% | +2.8% |
| 30D | +4.1% | -0.3% | +4.4% | +4.1% |
| 3M | +10.4% | +4.0% | +6.4% | +7.3% |
| 6M | +13.0% | +8.1% | +4.9% | +6.1% |
| YTD | +40.1% | +11.6% | +28.4% | +28.8% |
| 1Y | +51.1% | +16.2% | +34.9% | +35.4% |
| 3Y | +57.7% | +63.3% | -5.5% | +13.9% |
| 5Y | +264.7% | +33.4% | +231.4% | +193.8% |
| 10Y | +193.1% | +113.3% | +79.8% | +77.8% |
| All | +459.4% | +317.6% | +141.8% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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