+70.0%
XOP vs VYM
+484.2%
-414.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +1.0% |
| 7D | +1.6% | -1.9% | +3.5% | +4.4% |
| 30D | +9.6% | -2.6% | +12.2% | +13.7% |
| 3M | +16.9% | +3.6% | +13.4% | +10.7% |
| 6M | +24.0% | +8.7% | +15.4% | +8.4% |
| YTD | +56.2% | +14.1% | +42.1% | +27.1% |
| 1Y | +51.8% | +17.8% | +34.0% | +17.9% |
| 3Y | +37.0% | +64.5% | -27.6% | -34.1% |
| 5Y | +163.4% | +77.5% | +85.9% | +16.2% |
| 10Y | +56.6% | +206.1% | -149.5% | -64.1% |
| All | +70.0% | +484.2% | -414.2% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling