+160.6%
XOP vs VSH
+67.3%
+93.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.0% | +3.5% | -2.6% | +0.2% |
| 30D | +10.8% | -4.4% | +15.2% | +11.6% |
| 3M | +19.5% | -45.8% | +65.3% | +34.0% |
| 6M | +21.6% | +90.1% | -68.6% | -8.4% |
| YTD | +55.8% | +120.3% | -64.5% | +10.4% |
| 1Y | +54.6% | +112.2% | -57.6% | +9.8% |
| 3Y | +36.6% | +36.6% | 0.0% | +8.9% |
| 5Y | +160.6% | +67.0% | +93.6% | +87.6% |
| All | +160.6% | +67.3% | +93.4% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling