+349.1%
XOM vs VYM
+484.2%
-135.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +1.9% | -1.9% | +3.7% | +3.8% |
| 30D | +4.1% | -2.6% | +6.7% | +6.8% |
| 3M | +10.4% | +3.6% | +6.8% | +6.3% |
| 6M | +13.0% | +8.7% | +4.3% | +3.0% |
| YTD | +40.1% | +14.1% | +25.9% | +21.4% |
| 1Y | +51.1% | +17.8% | +33.3% | +26.6% |
| 3Y | +57.7% | +64.5% | -6.8% | -6.9% |
| 5Y | +264.7% | +77.5% | +187.2% | +99.7% |
| 10Y | +193.1% | +206.1% | -13.1% | -2.8% |
| All | +349.1% | +484.2% | -135.1% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling