+62.3%
NEM vs VLO
+144.1%
-81.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.1% |
| 7D | -3.3% | +4.0% | -7.3% | -3.0% |
| 30D | +7.8% | +19.0% | -11.1% | +9.4% |
| 3M | +36.3% | +50.0% | -13.7% | +39.9% |
| 6M | +6.6% | +79.1% | -72.6% | +6.6% |
| YTD | +27.1% | +140.3% | -113.1% | +17.4% |
| 1Y | +62.3% | +148.3% | -86.0% | +49.6% |
| All | +62.3% | +144.1% | -81.8% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling