+120.6%
VLO vs NTR
+36.7%
+83.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.7% | -7.2% |
| 7D | -6.0% | +4.3% | -10.3% | -7.6% |
| 30D | -12.9% | +2.6% | -15.5% | -13.9% |
| 3M | +18.3% | +8.5% | +9.8% | +14.2% |
| 6M | +46.4% | -3.3% | +49.8% | +48.1% |
| YTD | +127.7% | +19.6% | +108.2% | +113.9% |
| 1Y | +120.6% | +37.6% | +83.0% | +88.7% |
| All | +120.6% | +36.7% | +83.9% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling