+37.2%
XOP vs VFC
+47.8%
-10.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -8.4% | +3.5% | -11.8% | -8.7% |
| 30D | -8.4% | +38.3% | -46.6% | -11.4% |
| 3M | +0.2% | +40.2% | -40.0% | -3.3% |
| 6M | +7.2% | +10.6% | -3.4% | +5.6% |
| YTD | +40.8% | +16.7% | +24.1% | +36.7% |
| 1Y | +36.3% | +45.0% | -8.7% | +27.6% |
| 3Y | +37.2% | +48.8% | -11.6% | +21.3% |
| All | +37.2% | +47.8% | -10.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling