+588.7%
VLO vs NVT
+419.5%
+169.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.4% | +0.3% |
| 7D | +5.3% | +4.1% | +1.2% | +4.4% |
| 30D | +18.2% | -5.1% | +23.4% | +19.3% |
| 3M | +53.3% | -1.2% | +54.5% | +52.3% |
| 6M | +70.4% | +46.6% | +23.9% | +50.3% |
| YTD | +143.4% | +60.0% | +83.4% | +107.7% |
| 1Y | +153.0% | +70.8% | +82.2% | +109.8% |
| 3Y | +195.0% | +187.5% | +7.4% | +88.0% |
| All | +588.7% | +419.5% | +169.1% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling