+7,329.6%
VLO vs NDAQ
+2,593.6%
+4,736.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.5% |
| 7D | -13.3% | +0.8% | -14.2% | -13.7% |
| 30D | -18.3% | +16.5% | -34.8% | -23.0% |
| 3M | +14.3% | +13.5% | +0.8% | +8.7% |
| 6M | +47.6% | +20.9% | +26.7% | +36.0% |
| YTD | +116.0% | +11.4% | +104.6% | +102.9% |
| 1Y | +101.0% | +25.9% | +75.1% | +80.2% |
| 3Y | +199.0% | +119.9% | +79.2% | +116.0% |
| 5Y | +419.0% | +61.7% | +357.3% | +311.9% |
| 10Y | +778.2% | +481.6% | +296.6% | +335.9% |
| All | +7,329.6% | +2,593.6% | +4,736.0% | +2,724.4% |
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