+120.6%
VLO vs NVTS
-9.1%
+129.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +9.0% | -14.8% | -5.9% |
| 7D | -6.0% | -0.3% | -5.6% | -6.0% |
| 30D | -12.9% | -24.4% | +11.5% | -12.2% |
| 3M | +18.3% | -26.5% | +44.8% | +19.1% |
| 6M | +46.4% | -41.4% | +87.8% | +45.9% |
| YTD | +127.7% | +30.7% | +97.1% | +110.9% |
| 1Y | +120.6% | -10.8% | +131.4% | +107.2% |
| All | +120.6% | -9.1% | +129.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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