+55.0%
XOP vs VMC
+156.6%
-101.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | +2.6% | -3.8% | +6.4% | +4.3% |
| 30D | +9.6% | -9.7% | +19.3% | +14.4% |
| 3M | +20.4% | -9.6% | +30.0% | +24.3% |
| 6M | +19.9% | -4.8% | +24.7% | +19.2% |
| YTD | +56.4% | -10.9% | +67.3% | +59.1% |
| 1Y | +52.4% | -15.6% | +68.0% | +58.8% |
| 3Y | +39.9% | +19.3% | +20.6% | +18.5% |
| 5Y | +163.7% | +48.0% | +115.7% | +94.1% |
| All | +55.0% | +156.6% | -101.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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