+2,030.0%
NXPI vs VLO
+3,486.5%
-1,456.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.6% |
| 7D | -0.5% | -9.5% | +9.1% | +3.2% |
| 30D | +15.0% | -19.1% | +34.1% | +23.4% |
| 3M | +12.6% | +11.4% | +1.2% | +6.7% |
| 6M | -10.6% | +46.7% | -57.3% | -24.2% |
| YTD | +22.1% | +118.6% | -96.5% | -12.7% |
| 1Y | +29.8% | +99.9% | -70.1% | -4.2% |
| 3Y | +47.8% | +210.5% | -162.7% | -10.5% |
| 5Y | +33.9% | +432.7% | -398.8% | -38.4% |
| 10Y | +208.7% | +717.1% | -508.4% | +3.4% |
| All | +2,030.0% | +3,486.5% | -1,456.5% | +143.0% |
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