+1,449.6%
NET vs VLO
+474.9%
+974.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +5.2% | -12.2% | -7.5% |
| 30D | -4.8% | +22.6% | -27.4% | -7.0% |
| 3M | +3.8% | +43.8% | -39.9% | -0.4% |
| 6M | +50.0% | +65.7% | -15.7% | +41.3% |
| YTD | +41.5% | +131.1% | -89.6% | +28.1% |
| 1Y | +32.8% | +143.6% | -110.8% | +19.5% |
| 3Y | +335.9% | +201.4% | +134.5% | +279.7% |
| 5Y | +113.8% | +568.9% | -455.1% | +83.0% |
| All | +1,449.6% | +474.9% | +974.7% | +1,454.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling