+120.6%
VLO vs NXT
+10.5%
+110.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +11.1% | -16.9% | -4.9% |
| 7D | -6.0% | +30.0% | -36.0% | -3.9% |
| 30D | -12.9% | +28.6% | -41.5% | -10.9% |
| 3M | +18.3% | +8.4% | +9.9% | +20.1% |
| 6M | +46.4% | -8.7% | +55.2% | +47.8% |
| YTD | +127.7% | +22.5% | +105.3% | +129.0% |
| 1Y | +120.6% | +6.9% | +113.7% | +126.0% |
| All | +120.6% | +10.5% | +110.2% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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