+153.3%
XOP vs VYM
+77.5%
+75.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.8% |
| 7D | +2.6% | -0.8% | +3.4% | +3.7% |
| 30D | +9.6% | -2.2% | +11.8% | +12.9% |
| 3M | +20.4% | +3.1% | +17.3% | +15.1% |
| 6M | +19.9% | +9.7% | +10.2% | +4.0% |
| YTD | +56.4% | +14.9% | +41.5% | +26.7% |
| 1Y | +52.4% | +17.6% | +34.9% | +19.4% |
| 3Y | +39.9% | +65.3% | -25.4% | -34.0% |
| All | +153.3% | +77.5% | +75.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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