+51.7%
XOP vs VFC
-48.6%
+100.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | 0.0% |
| 7D | +6.3% | +1.6% | +4.7% | +5.8% |
| 30D | -6.6% | +25.5% | -32.1% | -12.8% |
| 3M | +3.6% | +41.3% | -37.7% | -6.8% |
| 6M | +10.8% | +22.2% | -11.5% | +1.9% |
| YTD | +48.3% | +16.4% | +31.9% | +35.8% |
| 1Y | +42.9% | +38.4% | +4.5% | +23.1% |
| 3Y | +43.3% | +56.2% | -12.9% | -1.8% |
| 5Y | +94.0% | -68.2% | +162.1% | +186.5% |
| All | +51.7% | -48.6% | +100.3% | +97.5% |
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