+191.2%
VLO vs NVDL
+626.5%
-435.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.8% |
| 7D | +4.0% | -8.7% | +12.7% | +4.3% |
| 30D | +19.0% | -1.3% | +20.3% | +18.9% |
| 3M | +50.0% | +11.4% | +38.6% | +48.8% |
| 6M | +79.1% | +22.9% | +56.2% | +76.1% |
| YTD | +140.3% | +15.4% | +124.9% | +136.3% |
| 1Y | +148.3% | +18.8% | +129.6% | +142.7% |
| All | +191.2% | +626.5% | -435.3% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling