-8.2%
NVO vs VLO
+120.8%
-129.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.8% | +10.7% | +4.5% |
| 7D | +10.2% | -6.0% | +16.1% | +9.7% |
| 30D | +12.4% | -12.9% | +25.2% | +11.3% |
| 3M | -3.5% | +18.3% | -21.9% | -1.4% |
| 6M | -3.8% | +46.4% | -50.2% | 0.0% |
| YTD | -13.0% | +127.7% | -140.7% | -7.5% |
| 1Y | -8.2% | +120.6% | -128.8% | -2.9% |
| All | -8.2% | +120.8% | -129.0% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling