-15.2%
XOP vs VT
+345.0%
-360.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +2.5% |
| 7D | -12.7% | -4.2% | -8.6% | -8.1% |
| 30D | -7.6% | -5.8% | -1.8% | -0.6% |
| 3M | +5.8% | -5.2% | +11.1% | +12.6% |
| 6M | -2.7% | +0.1% | -2.9% | -5.4% |
| YTD | +39.7% | +8.2% | +31.4% | +19.9% |
| 1Y | +42.4% | +10.1% | +32.3% | +19.2% |
| 3Y | +26.4% | +69.7% | -43.2% | -41.9% |
| 5Y | +78.9% | +53.4% | +25.5% | -6.0% |
| 10Y | +52.1% | +219.2% | -167.1% | -68.0% |
| All | -15.2% | +345.0% | -360.2% | -89.1% |
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