+82.5%
XOP vs VMC
+345.6%
-263.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.3% |
| 7D | +2.6% | -4.3% | +6.9% | +4.7% |
| 30D | +15.4% | -8.2% | +23.7% | +20.1% |
| 3M | +12.1% | -7.0% | +19.1% | +14.3% |
| 6M | +19.7% | -10.8% | +30.4% | +23.1% |
| YTD | +52.4% | -7.4% | +59.8% | +52.7% |
| 1Y | +47.6% | -9.5% | +57.0% | +48.9% |
| 3Y | +34.4% | +20.5% | +13.9% | +14.2% |
| 5Y | +154.4% | +51.6% | +102.8% | +87.9% |
| 10Y | +54.7% | +150.0% | -95.4% | -16.1% |
| All | +82.5% | +345.6% | -263.1% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling