+476.2%
VLO vs NTR
+103.6%
+372.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.7% | +2.4% |
| 7D | +5.8% | +3.8% | +1.9% | +3.4% |
| 30D | +28.3% | +25.2% | +3.1% | +11.9% |
| 3M | +48.7% | +21.0% | +27.7% | +31.8% |
| 6M | +71.9% | +7.6% | +64.3% | +62.6% |
| YTD | +138.7% | +32.9% | +105.8% | +96.9% |
| 1Y | +148.5% | +43.1% | +105.4% | +93.9% |
| 3Y | +192.7% | +41.6% | +151.1% | +121.1% |
| 5Y | +601.6% | +54.8% | +546.9% | +329.0% |
| All | +476.2% | +103.6% | +372.6% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling