+82.5%
XOP vs VO
+579.0%
-496.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +2.6% | -0.3% | +2.8% | +2.8% |
| 30D | +15.4% | -0.3% | +15.8% | +15.8% |
| 3M | +12.1% | +2.9% | +9.1% | +7.1% |
| 6M | +19.7% | +9.3% | +10.3% | +4.4% |
| YTD | +52.4% | +14.2% | +38.2% | +25.4% |
| 1Y | +47.6% | +15.3% | +32.3% | +19.8% |
| 3Y | +34.4% | +56.2% | -21.9% | -27.2% |
| 5Y | +154.4% | +42.4% | +111.9% | +53.6% |
| 10Y | +54.7% | +194.7% | -140.1% | -61.5% |
| All | +82.5% | +579.0% | -496.5% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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