+778.9%
VLO vs NOC
+159.4%
+619.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +6.8% | +4.5% | +2.2% | +5.0% |
| 30D | -17.9% | +14.1% | -31.9% | -21.7% |
| 3M | +13.5% | -4.5% | +18.0% | +15.2% |
| 6M | +53.0% | -0.8% | +53.8% | +52.3% |
| YTD | +133.7% | -2.5% | +136.3% | +131.5% |
| 1Y | +115.7% | -0.1% | +115.8% | +111.1% |
| 3Y | +231.9% | +24.6% | +207.3% | +187.2% |
| 5Y | +471.6% | +65.6% | +406.0% | +309.7% |
| All | +778.9% | +159.4% | +619.5% | +436.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling