+192.7%
VLO vs NVTS
+45.8%
+146.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.2% |
| 7D | +5.8% | +9.7% | -3.9% | +5.6% |
| 30D | +28.3% | -13.6% | +41.9% | +28.6% |
| 3M | +48.7% | -51.0% | +99.7% | +50.4% |
| 6M | +71.9% | +46.3% | +25.6% | +69.0% |
| YTD | +138.7% | +68.1% | +70.6% | +133.5% |
| 1Y | +148.5% | +113.9% | +34.6% | +141.4% |
| 3Y | +192.7% | +45.3% | +147.4% | +179.0% |
| All | +192.7% | +45.8% | +146.9% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling