+322.4%
NET vs VLO
+210.6%
+111.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | -1.4% |
| 7D | -16.4% | -6.0% | -10.4% | -15.3% |
| 30D | -25.8% | -12.9% | -13.0% | -23.9% |
| 3M | -11.5% | +18.3% | -29.9% | -15.7% |
| 6M | +18.9% | +46.4% | -27.5% | +7.7% |
| YTD | +35.2% | +127.7% | -92.5% | +8.0% |
| 1Y | +14.5% | +120.6% | -106.2% | -7.8% |
| All | +322.4% | +210.6% | +111.8% | +182.8% |
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