+267.0%
NEM vs VLO
+221.8%
+45.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.3% |
| 7D | +0.3% | -0.4% | +0.8% | +0.3% |
| 30D | +1.1% | -16.6% | +17.7% | +1.5% |
| 3M | +1.3% | +12.3% | -11.0% | +0.2% |
| 6M | -1.4% | +47.8% | -49.2% | -4.4% |
| YTD | +19.4% | +126.7% | -107.3% | +8.0% |
| 1Y | +32.9% | +105.4% | -72.4% | +21.9% |
| All | +267.0% | +221.8% | +45.2% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling