+614.6%
VLO vs NOC
+55.2%
+559.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +6.2% | -1.6% | +7.8% | +6.5% |
| 30D | +23.5% | -10.4% | +33.9% | +25.8% |
| 3M | +53.9% | -5.6% | +59.5% | +55.1% |
| 6M | +81.7% | -30.4% | +112.1% | +94.6% |
| YTD | +142.5% | -8.5% | +150.9% | +144.3% |
| 1Y | +145.4% | -8.3% | +153.8% | +146.9% |
| 3Y | +197.3% | +28.2% | +169.1% | +169.5% |
| 5Y | +614.6% | +56.7% | +557.9% | +476.1% |
| All | +614.6% | +55.2% | +559.4% | +476.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling