+911.8%
VLO vs NSC
+336.2%
+575.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | -1.4% | +5.4% | +4.8% |
| 30D | +19.0% | -3.4% | +22.4% | +21.3% |
| 3M | +50.0% | +5.1% | +44.9% | +44.8% |
| 6M | +79.1% | +9.2% | +69.9% | +67.0% |
| YTD | +140.3% | +13.4% | +126.9% | +118.1% |
| 1Y | +148.3% | +20.8% | +127.5% | +116.1% |
| 3Y | +194.6% | +76.1% | +118.6% | +93.8% |
| 5Y | +609.6% | +45.3% | +564.3% | +411.2% |
| All | +911.8% | +336.2% | +575.6% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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