+7,081.2%
VLO vs NRG
+1,537.4%
+5,543.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.9% |
| 7D | +6.2% | +3.9% | +2.4% | +4.6% |
| 30D | +23.5% | -3.0% | +26.5% | +24.2% |
| 3M | +53.9% | -10.9% | +64.8% | +57.0% |
| 6M | +81.7% | -25.3% | +106.9% | +94.4% |
| YTD | +142.5% | -26.8% | +169.3% | +158.1% |
| 1Y | +145.4% | -23.3% | +168.7% | +153.1% |
| 3Y | +197.3% | +208.6% | -11.3% | +54.9% |
| 5Y | +614.6% | +194.1% | +420.5% | +266.5% |
| 10Y | +938.9% | +1,123.6% | -184.7% | +158.0% |
| All | +7,081.2% | +1,537.4% | +5,543.9% | +1,558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling