+36,773.5%
VLO vs NSC
+5,741.3%
+31,032.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | +9.6% | +2.5% | +7.2% | +8.5% |
| 30D | -17.4% | +1.7% | -19.1% | -18.1% |
| 3M | +10.8% | -2.6% | +13.3% | +11.6% |
| 6M | +56.9% | +6.4% | +50.5% | +51.9% |
| YTD | +136.8% | +15.5% | +121.3% | +120.1% |
| 1Y | +120.7% | +17.6% | +103.1% | +103.5% |
| 3Y | +231.9% | +75.0% | +156.9% | +156.2% |
| 5Y | +479.0% | +32.2% | +446.8% | +395.3% |
| 10Y | +792.2% | +296.6% | +495.6% | +407.2% |
| All | +36,773.5% | +5,741.3% | +31,032.2% | +9,276.2% |
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