+609.6%
VLO vs NTR
+45.0%
+564.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | +0.2% |
| 7D | +4.0% | -2.5% | +6.4% | +5.1% |
| 30D | +19.0% | +17.0% | +2.0% | +11.0% |
| 3M | +50.0% | +22.2% | +27.8% | +37.1% |
| 6M | +79.1% | +5.2% | +74.0% | +74.1% |
| YTD | +140.3% | +29.7% | +110.6% | +112.7% |
| 1Y | +148.3% | +39.4% | +108.9% | +111.9% |
| 3Y | +194.6% | +38.2% | +156.4% | +146.9% |
| 5Y | +609.6% | +47.6% | +562.0% | +389.6% |
| All | +609.6% | +45.0% | +564.6% | +389.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling