+588.7%
VLO vs NRG
+194.8%
+393.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | +5.3% | -4.7% | +10.0% | +6.1% |
| 30D | +18.2% | -6.0% | +24.2% | +19.1% |
| 3M | +53.3% | -8.0% | +61.3% | +54.0% |
| 6M | +70.4% | -23.2% | +93.6% | +75.3% |
| YTD | +143.4% | -28.1% | +171.4% | +151.9% |
| 1Y | +153.0% | -27.3% | +180.3% | +159.7% |
| 3Y | +195.0% | +208.7% | -13.7% | +90.4% |
| All | +588.7% | +194.8% | +393.9% | +347.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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