+268.8%
XOM vs VXUS
+178.6%
+90.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -2.4% | +1.6% | -3.9% | -3.5% |
| 30D | +5.7% | +1.0% | +4.7% | +4.7% |
| 3M | +6.6% | +5.7% | +0.9% | +1.3% |
| 6M | +7.7% | +13.6% | -5.9% | -4.8% |
| YTD | +36.2% | +17.4% | +18.8% | +17.0% |
| 1Y | +50.5% | +25.1% | +25.4% | +22.6% |
| 3Y | +53.4% | +75.8% | -22.5% | -7.3% |
| 5Y | +254.2% | +55.4% | +198.8% | +135.2% |
| 10Y | +177.9% | +146.4% | +31.5% | +28.0% |
| All | +268.8% | +178.6% | +90.2% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling