+1,747.1%
NXPI vs VLO
+3,691.1%
-1,944.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +5.2% | -3.3% | 0.0% |
| 30D | -1.4% | +22.6% | -24.0% | -8.9% |
| 3M | -29.1% | +43.8% | -72.8% | -38.6% |
| 6M | +6.2% | +65.7% | -59.5% | -13.8% |
| YTD | +5.9% | +131.1% | -125.2% | -25.0% |
| 1Y | +2.9% | +143.6% | -140.7% | -28.9% |
| 3Y | +14.5% | +201.4% | -186.9% | -29.2% |
| 5Y | +17.1% | +568.9% | -551.8% | -50.4% |
| 10Y | +193.4% | +891.8% | -698.5% | -9.4% |
| All | +1,747.1% | +3,691.1% | -1,944.0% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling