+451.5%
VLO vs NVTS
-14.2%
+465.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.2% |
| 7D | +5.8% | +9.7% | -3.9% | +5.5% |
| 30D | +28.3% | -13.6% | +41.9% | +28.7% |
| 3M | +48.7% | -51.0% | +99.7% | +50.9% |
| 6M | +71.9% | +46.3% | +25.6% | +68.1% |
| YTD | +138.7% | +68.1% | +70.6% | +131.9% |
| 1Y | +148.5% | +113.9% | +34.6% | +138.8% |
| 3Y | +192.7% | +45.3% | +147.4% | +178.1% |
| All | +451.5% | -14.2% | +465.7% | +389.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling