+7,850.0%
VLO vs NDAQ
+2,327.9%
+5,522.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +5.2% | -2.4% | +7.7% | +6.1% |
| 30D | +22.6% | +2.5% | +20.1% | +21.5% |
| 3M | +43.8% | +9.9% | +33.8% | +37.9% |
| 6M | +65.7% | +9.4% | +56.3% | +58.4% |
| YTD | +131.1% | +0.4% | +130.7% | +126.6% |
| 1Y | +143.6% | +4.0% | +139.6% | +135.0% |
| 3Y | +201.4% | +94.4% | +107.0% | +128.5% |
| 5Y | +568.9% | +56.7% | +512.2% | +437.6% |
| 10Y | +891.8% | +375.3% | +516.5% | +431.3% |
| All | +7,850.0% | +2,327.9% | +5,522.1% | +3,053.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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