-16.7%
NVO vs VLO
+152.2%
-168.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.0% |
| 7D | -7.6% | +5.3% | -12.9% | -7.1% |
| 30D | -6.0% | +18.2% | -24.2% | -4.5% |
| 3M | -0.8% | +53.3% | -54.1% | +2.6% |
| 6M | +16.5% | +70.4% | -54.0% | +21.1% |
| YTD | -11.1% | +143.4% | -154.5% | -6.1% |
| 1Y | -16.7% | +153.0% | -169.7% | -10.7% |
| All | -16.7% | +152.2% | -168.9% | -10.7% |
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