+193.8%
VLO vs NSC
+75.0%
+118.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | +6.2% | -2.0% | +8.3% | +7.1% |
| 30D | +23.5% | -3.2% | +26.7% | +24.9% |
| 3M | +53.9% | +3.9% | +49.9% | +51.0% |
| 6M | +81.7% | +7.8% | +73.9% | +74.4% |
| YTD | +142.5% | +13.4% | +129.1% | +127.0% |
| 1Y | +145.4% | +20.3% | +125.1% | +123.1% |
| All | +193.8% | +75.0% | +118.8% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling