+163.4%
XOP vs VMC
+47.2%
+116.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | -3.7% | +5.3% | +2.6% |
| 30D | +9.6% | -12.8% | +22.3% | +13.6% |
| 3M | +16.9% | -7.9% | +24.9% | +18.4% |
| 6M | +24.0% | -7.5% | +31.5% | +24.2% |
| YTD | +56.2% | -11.6% | +67.8% | +57.9% |
| 1Y | +51.8% | -14.3% | +66.0% | +54.8% |
| 3Y | +37.0% | +18.5% | +18.5% | +18.4% |
| 5Y | +163.4% | +46.8% | +116.6% | +103.0% |
| All | +163.4% | +47.2% | +116.2% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling