+120.6%
VLO vs NVT
+3.0%
+117.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -12.7% | +7.0% | -5.9% |
| 7D | -6.0% | -19.5% | +13.5% | -6.4% |
| 30D | -12.9% | -32.4% | +19.5% | -13.8% |
| 3M | +18.3% | -30.3% | +48.7% | +17.2% |
| 6M | +46.4% | -30.4% | +76.9% | +45.1% |
| YTD | +127.7% | +11.3% | +116.4% | +132.7% |
| 1Y | +120.6% | +3.6% | +117.0% | +128.9% |
| All | +120.6% | +3.0% | +117.6% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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