+499.2%
NOW vs VLO
+770.2%
-271.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -3.0% | -13.3% | +10.3% | -0.3% |
| 30D | -26.0% | -18.3% | -7.7% | -23.3% |
| 3M | -13.1% | +14.3% | -27.4% | -16.0% |
| 6M | +14.5% | +47.6% | -33.1% | +4.9% |
| YTD | -33.4% | +116.0% | -149.4% | -44.0% |
| 1Y | -40.6% | +101.0% | -141.6% | -49.4% |
| 3Y | -16.3% | +199.0% | -215.3% | -35.5% |
| 5Y | -26.3% | +419.0% | -445.4% | -50.5% |
| All | +499.2% | +770.2% | -271.0% | +259.9% |
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