+47.8%
XOP vs VFC
-48.7%
+96.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | -7.3% | +30.7% | -38.0% | -14.4% |
| 3M | +1.4% | +40.6% | -39.2% | -8.6% |
| 6M | +7.8% | +16.5% | -8.7% | +0.6% |
| YTD | +44.5% | +16.2% | +28.3% | +32.5% |
| 1Y | +37.0% | +42.4% | -5.4% | +16.9% |
| 3Y | +40.8% | +48.1% | -7.3% | -1.2% |
| 5Y | +88.7% | -67.8% | +156.5% | +176.7% |
| All | +47.8% | -48.7% | +96.6% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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