+153.0%
VLO vs NVTS
+105.1%
+47.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +1.2% |
| 7D | +5.3% | -1.4% | +6.8% | +5.3% |
| 30D | +18.2% | -16.5% | +34.7% | +18.7% |
| 3M | +53.3% | -47.6% | +101.0% | +55.5% |
| 6M | +70.4% | +7.3% | +63.1% | +66.5% |
| YTD | +143.4% | +62.9% | +80.5% | +132.3% |
| 1Y | +153.0% | +91.3% | +61.7% | +153.6% |
| All | +153.0% | +105.1% | +47.9% | +153.6% |
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