+35,889.1%
VLO vs NSC
+5,745.4%
+30,143.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +5.2% | -5.5% | +10.7% | +7.6% |
| 30D | +22.6% | -3.2% | +25.8% | +24.2% |
| 3M | +43.8% | +7.7% | +36.1% | +39.0% |
| 6M | +65.7% | +4.5% | +61.2% | +61.2% |
| YTD | +131.1% | +15.6% | +115.5% | +115.3% |
| 1Y | +143.6% | +19.8% | +123.8% | +123.3% |
| 3Y | +201.4% | +70.1% | +131.3% | +135.5% |
| 5Y | +568.9% | +46.1% | +522.8% | +449.7% |
| 10Y | +891.8% | +328.1% | +563.7% | +449.6% |
| All | +35,889.1% | +5,745.4% | +30,143.7% | +9,071.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling