+1,381.0%
NET vs VLO
+466.5%
+914.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | -1.9% |
| 7D | -16.4% | -6.0% | -10.4% | -15.8% |
| 30D | -25.8% | -12.9% | -13.0% | -24.8% |
| 3M | -11.5% | +18.3% | -29.9% | -13.5% |
| 6M | +18.9% | +46.4% | -27.5% | +13.4% |
| YTD | +35.2% | +127.7% | -92.5% | +22.3% |
| 1Y | +14.5% | +120.6% | -106.2% | +3.8% |
| 3Y | +313.8% | +213.8% | +100.0% | +258.5% |
| 5Y | +32.6% | +458.6% | -426.0% | +13.6% |
| All | +1,381.0% | +466.5% | +914.5% | +1,383.2% |
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