+588.7%
VLO vs NUE
+146.6%
+442.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +18.2% | -4.6% | +22.8% | +19.7% |
| 3M | +53.3% | -0.3% | +53.7% | +52.7% |
| 6M | +70.4% | +51.9% | +18.6% | +47.3% |
| YTD | +143.4% | +60.0% | +83.4% | +106.6% |
| 1Y | +153.0% | +82.9% | +70.1% | +104.3% |
| 3Y | +195.0% | +66.0% | +129.0% | +139.3% |
| All | +588.7% | +146.6% | +442.1% | +386.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling