+476.9%
NEM vs VLO
+35,889.1%
-35,412.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +5.2% | -4.9% | -0.5% |
| 30D | +23.1% | +22.6% | +0.5% | +18.9% |
| 3M | +18.5% | +43.8% | -25.3% | +11.2% |
| 6M | +7.8% | +65.7% | -58.0% | -1.9% |
| YTD | +29.1% | +131.1% | -102.0% | +11.0% |
| 1Y | +72.7% | +143.6% | -71.0% | +46.9% |
| 3Y | +248.7% | +201.4% | +47.4% | +181.5% |
| 5Y | +148.7% | +568.9% | -420.2% | +70.7% |
| 10Y | +304.8% | +891.8% | -587.0% | +134.0% |
| All | +476.9% | +35,889.1% | -35,412.2% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling