+191.6%
XOM vs VXUS
+148.6%
+42.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.6% |
| 7D | +1.9% | -1.9% | +3.8% | +3.3% |
| 30D | +4.1% | -0.7% | +4.8% | +4.5% |
| 3M | +10.4% | +4.9% | +5.5% | +5.3% |
| 6M | +13.0% | +9.7% | +3.4% | +2.1% |
| YTD | +40.1% | +15.0% | +25.1% | +21.0% |
| 1Y | +51.1% | +22.4% | +28.7% | +23.2% |
| 3Y | +57.7% | +72.2% | -14.5% | -8.1% |
| 5Y | +264.7% | +52.6% | +212.1% | +137.6% |
| All | +191.6% | +148.6% | +42.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling