+37,317.1%
VLO vs NTRS
+7,716.8%
+29,600.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.5% |
| 7D | +4.0% | +0.3% | +3.6% | +3.8% |
| 30D | +19.0% | +0.2% | +18.8% | +18.8% |
| 3M | +50.0% | +13.2% | +36.8% | +41.9% |
| 6M | +79.1% | +36.9% | +42.2% | +55.2% |
| YTD | +140.3% | +39.1% | +101.2% | +106.2% |
| 1Y | +148.3% | +50.4% | +97.9% | +105.4% |
| 3Y | +194.6% | +166.8% | +27.8% | +86.8% |
| 5Y | +609.6% | +92.9% | +516.7% | +402.3% |
| 10Y | +929.5% | +255.7% | +673.8% | +485.0% |
| All | +37,317.1% | +7,716.8% | +29,600.3% | +10,686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling