+77.6%
XOP vs VSH
+179.0%
-101.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +2.7% |
| 7D | +6.3% | +14.3% | -8.0% | -0.2% |
| 30D | -6.6% | -7.9% | +1.3% | -5.9% |
| 3M | +3.6% | -19.9% | +23.4% | +8.6% |
| 6M | +10.8% | -30.5% | +41.3% | +13.4% |
| YTD | +48.3% | +85.7% | -37.4% | -8.9% |
| 1Y | +42.9% | +98.9% | -56.0% | -15.5% |
| 3Y | +43.3% | +32.1% | +11.2% | -5.8% |
| 5Y | +94.0% | +39.7% | +54.3% | +19.5% |
| 10Y | +53.7% | +117.6% | -63.8% | -25.4% |
| All | +77.6% | +179.0% | -101.5% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling