+278.1%
XOM vs VXUS
+163.7%
+114.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.8% |
| 7D | -8.3% | +0.8% | -9.1% | -9.0% |
| 30D | -2.5% | -1.9% | -0.6% | -1.4% |
| 3M | +8.3% | -4.4% | +12.7% | +11.3% |
| 6M | +15.5% | -2.0% | +17.4% | +15.1% |
| YTD | +39.6% | +11.1% | +28.5% | +24.3% |
| 1Y | +44.6% | +15.1% | +29.5% | +25.0% |
| 3Y | +76.6% | +70.4% | +6.1% | +8.6% |
| 5Y | +195.8% | +47.2% | +148.6% | +103.4% |
| 10Y | +191.6% | +142.3% | +49.3% | +35.5% |
| All | +278.1% | +163.7% | +114.4% | +62.9% |
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