+153.0%
VLO vs NVDL
+15.4%
+137.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +5.3% | -10.3% | +15.6% | +4.7% |
| 30D | +18.2% | -7.1% | +25.4% | +17.9% |
| 3M | +53.3% | +6.6% | +46.8% | +54.3% |
| 6M | +70.4% | +21.1% | +49.4% | +73.5% |
| YTD | +143.4% | +15.2% | +128.2% | +146.2% |
| 1Y | +153.0% | +18.8% | +134.2% | +161.3% |
| All | +153.0% | +15.4% | +137.6% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling