+246.1%
NEM vs VLO
+190.7%
+55.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.9% |
| 7D | +3.9% | +5.8% | -1.9% | +3.6% |
| 30D | +12.7% | +28.3% | -15.6% | +11.1% |
| 3M | +28.7% | +48.7% | -20.1% | +25.3% |
| 6M | +9.8% | +71.9% | -62.1% | +4.6% |
| YTD | +28.1% | +138.7% | -110.6% | +15.9% |
| 1Y | +69.3% | +148.5% | -79.1% | +52.3% |
| All | +246.1% | +190.7% | +55.3% | +186.7% |
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