+344.1%
NEM vs VLO
+790.8%
-446.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -6.4% | +9.6% | -16.1% | -6.9% |
| 30D | +1.4% | -17.4% | +18.8% | +2.3% |
| 3M | -0.7% | +10.8% | -11.5% | -1.5% |
| 6M | -4.5% | +56.9% | -61.4% | -7.4% |
| YTD | +14.0% | +136.8% | -122.7% | +6.9% |
| 1Y | +27.3% | +120.7% | -93.4% | +19.9% |
| 3Y | +250.5% | +231.9% | +18.6% | +219.3% |
| 5Y | +121.1% | +479.0% | -357.9% | +95.3% |
| All | +344.1% | +790.8% | -446.7% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling