+82.5%
XOP vs VFC
+50.1%
+32.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.7% |
| 7D | +2.6% | -1.6% | +4.2% | +3.1% |
| 30D | +15.4% | -11.6% | +27.1% | +20.6% |
| 3M | +12.1% | -18.1% | +30.2% | +17.7% |
| 6M | +19.7% | -27.4% | +47.0% | +29.1% |
| YTD | +52.4% | -24.8% | +77.2% | +60.9% |
| 1Y | +47.6% | -8.2% | +55.8% | +40.8% |
| 3Y | +34.4% | -29.1% | +63.5% | +14.8% |
| 5Y | +154.4% | -79.2% | +233.6% | +301.6% |
| 10Y | +54.7% | -68.1% | +122.8% | +82.5% |
| All | +82.5% | +50.1% | +32.4% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling