+35.9%
XOP vs VFC
-25.9%
+61.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +1.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +16.5% | -11.9% | +28.5% | +18.0% |
| 3M | +15.7% | -20.2% | +35.9% | +17.6% |
| 6M | +19.2% | -23.0% | +42.2% | +20.8% |
| YTD | +55.0% | -26.2% | +81.2% | +57.7% |
| 1Y | +54.2% | -13.3% | +67.5% | +52.5% |
| 3Y | +35.9% | -25.5% | +61.3% | +27.9% |
| All | +35.9% | -25.9% | +61.8% | +27.9% |
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