+257.2%
XOM vs VYM
+77.5%
+179.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | +4.1% | -0.8% | +4.9% | +4.8% |
| 30D | +4.6% | -2.2% | +6.8% | +6.6% |
| 3M | +14.0% | +3.1% | +10.9% | +10.7% |
| 6M | +11.0% | +9.7% | +1.2% | +1.2% |
| YTD | +40.7% | +14.9% | +25.8% | +22.7% |
| 1Y | +52.3% | +17.6% | +34.7% | +29.7% |
| 3Y | +60.5% | +65.3% | -4.8% | -4.4% |
| All | +257.2% | +77.5% | +179.7% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling