-7.5%
XOP vs VT
+374.2%
-381.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | +0.4% | +2.1% | +1.9% |
| 30D | +15.4% | +1.0% | +14.5% | +13.8% |
| 3M | +12.1% | +2.4% | +9.7% | +7.3% |
| 6M | +19.7% | +12.0% | +7.7% | -0.7% |
| YTD | +52.4% | +15.3% | +37.1% | +21.2% |
| 1Y | +47.6% | +22.6% | +25.0% | +7.7% |
| 3Y | +34.4% | +74.7% | -40.3% | -40.2% |
| 5Y | +154.4% | +66.1% | +88.2% | +21.2% |
| 10Y | +54.7% | +225.0% | -170.3% | -67.9% |
| All | -7.5% | +374.2% | -381.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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