+451.1%
NFLX vs VLO
+718.9%
-267.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -0.3% | -9.5% | +9.3% | +0.7% |
| 30D | -10.0% | -19.1% | +9.1% | -8.2% |
| 3M | -17.1% | +11.4% | -28.4% | -18.3% |
| 6M | -27.7% | +46.7% | -74.4% | -31.0% |
| YTD | -32.5% | +118.6% | -151.2% | -38.6% |
| 1Y | -43.5% | +99.9% | -143.4% | -48.1% |
| 3Y | +41.4% | +210.5% | -169.0% | +21.9% |
| 5Y | -2.2% | +432.7% | -434.9% | -21.7% |
| All | +451.1% | +718.9% | -267.8% | +350.9% |
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 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