+302.3%
NEM vs VLO
+946.8%
-644.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -1.0% | +5.3% | -6.3% | -1.3% |
| 30D | +7.8% | +18.2% | -10.4% | +6.7% |
| 3M | +30.2% | +53.3% | -23.1% | +26.7% |
| 6M | +9.6% | +70.4% | -60.8% | +5.6% |
| YTD | +27.8% | +143.4% | -115.6% | +19.7% |
| 1Y | +60.7% | +153.0% | -92.3% | +50.1% |
| 3Y | +245.3% | +195.0% | +50.3% | +216.5% |
| 5Y | +155.3% | +618.8% | -463.4% | +122.7% |
| All | +302.3% | +946.8% | -644.5% | +210.9% |
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