+448.2%
NFLX vs VLO
+790.8%
-342.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.0% | +9.6% | -11.6% | -2.9% |
| 30D | -11.9% | -17.4% | +5.5% | -10.3% |
| 3M | -20.6% | +10.8% | -31.3% | -21.7% |
| 6M | -29.0% | +56.9% | -86.0% | -32.7% |
| YTD | -33.7% | +136.8% | -170.5% | -40.2% |
| 1Y | -46.2% | +120.7% | -166.8% | -51.0% |
| 3Y | +39.8% | +231.9% | -192.1% | +19.7% |
| 5Y | -9.0% | +479.0% | -488.0% | -27.7% |
| All | +448.2% | +790.8% | -342.6% | +345.0% |
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