+55.0%
XOP vs VSH
+196.4%
-141.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | -2.3% |
| 7D | +2.6% | +4.8% | -2.1% | +0.7% |
| 30D | +9.6% | -0.7% | +10.3% | +9.2% |
| 3M | +20.4% | -43.1% | +63.4% | +44.0% |
| 6M | +19.9% | +91.8% | -71.9% | -23.1% |
| YTD | +56.4% | +131.6% | -75.2% | -10.3% |
| 1Y | +52.4% | +118.1% | -65.6% | -11.5% |
| 3Y | +39.9% | +40.9% | -1.0% | -5.5% |
| 5Y | +163.7% | +75.8% | +88.0% | +47.5% |
| All | +55.0% | +196.4% | -141.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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