+219.8%
VLO vs NVD
-99.1%
+318.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -0.8% |
| 7D | +4.0% | +9.0% | -5.1% | +4.2% |
| 30D | +19.0% | -5.5% | +24.5% | +18.9% |
| 3M | +50.0% | -24.6% | +74.6% | +48.9% |
| 6M | +79.1% | -42.1% | +121.2% | +76.3% |
| YTD | +140.3% | -44.3% | +184.6% | +136.4% |
| 1Y | +148.3% | -54.2% | +202.5% | +142.8% |
| 3Y | +194.6% | -99.1% | +293.8% | +173.4% |
| All | +219.8% | -99.1% | +318.9% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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