+157.7%
NEM vs VLO
+619.0%
-461.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +3.1% | +6.2% | -3.2% | +2.5% |
| 30D | +10.0% | +23.5% | -13.5% | +8.0% |
| 3M | +30.9% | +53.9% | -23.0% | +25.7% |
| 6M | +10.5% | +81.7% | -71.1% | +3.5% |
| YTD | +29.7% | +142.5% | -112.7% | +16.8% |
| 1Y | +71.1% | +145.4% | -74.3% | +53.7% |
| 3Y | +252.1% | +197.3% | +54.8% | +204.0% |
| 5Y | +157.7% | +614.6% | -456.9% | +97.7% |
| All | +157.7% | +619.0% | -461.3% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling