+924.9%
VLO vs NTRS
+259.9%
+665.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | +5.3% | +1.4% | +3.9% | +4.4% |
| 30D | +18.2% | -0.7% | +18.9% | +18.6% |
| 3M | +53.3% | +11.3% | +42.0% | +43.0% |
| 6M | +70.4% | +35.5% | +34.9% | +38.7% |
| YTD | +143.4% | +40.6% | +102.8% | +92.5% |
| 1Y | +153.0% | +49.2% | +103.8% | +91.5% |
| 3Y | +195.0% | +167.2% | +27.7% | +45.2% |
| 5Y | +618.8% | +94.9% | +523.8% | +314.4% |
| All | +924.9% | +259.9% | +665.0% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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