+191.2%
VLO vs NUE
+59.2%
+132.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +4.0% | -2.7% | +6.6% | +4.9% |
| 30D | +19.0% | -6.1% | +25.1% | +21.2% |
| 3M | +50.0% | +2.2% | +47.7% | +47.9% |
| 6M | +79.1% | +50.8% | +28.4% | +51.8% |
| YTD | +140.3% | +57.5% | +82.7% | +99.9% |
| 1Y | +148.3% | +82.5% | +65.9% | +93.4% |
| All | +191.2% | +59.2% | +132.0% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling