+68.6%
XOP vs VFC
+133.1%
-64.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -8.4% | +3.5% | -11.8% | -9.7% |
| 30D | -8.4% | +38.3% | -46.6% | -19.3% |
| 3M | +0.2% | +40.2% | -40.0% | -12.7% |
| 6M | +7.2% | +10.6% | -3.4% | -0.5% |
| YTD | +40.8% | +16.7% | +24.1% | +25.0% |
| 1Y | +36.3% | +45.0% | -8.7% | +9.9% |
| 3Y | +37.2% | +48.8% | -11.6% | -12.8% |
| 5Y | +86.6% | -67.6% | +154.2% | +148.6% |
| 10Y | +44.0% | -47.5% | +91.6% | +38.5% |
| All | +68.6% | +133.1% | -64.5% | -31.6% |
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