+487.6%
VLO vs NTR
+97.9%
+389.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +5.3% | -1.3% | +6.6% | +6.1% |
| 30D | +18.2% | +16.8% | +1.5% | +7.5% |
| 3M | +53.3% | +20.7% | +32.6% | +36.1% |
| 6M | +70.4% | +0.5% | +69.9% | +67.9% |
| YTD | +143.4% | +29.2% | +114.2% | +104.2% |
| 1Y | +153.0% | +39.6% | +113.4% | +100.5% |
| 3Y | +195.0% | +37.9% | +157.1% | +126.4% |
| 5Y | +618.8% | +47.1% | +571.7% | +356.1% |
| All | +487.6% | +97.9% | +389.6% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling