+192.9%
XOM vs VYM
+209.2%
-16.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.3% |
| 7D | +4.1% | -0.8% | +4.9% | +5.0% |
| 30D | +4.6% | -2.2% | +6.8% | +7.1% |
| 3M | +14.0% | +3.1% | +10.9% | +10.0% |
| 6M | +11.0% | +9.7% | +1.2% | -0.8% |
| YTD | +40.7% | +14.9% | +25.8% | +19.4% |
| 1Y | +52.3% | +17.6% | +34.7% | +25.8% |
| 3Y | +60.5% | +65.3% | -4.8% | -11.6% |
| 5Y | +266.4% | +78.7% | +187.7% | +83.6% |
| All | +192.9% | +209.2% | -16.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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