+223.1%
VLO vs NXT
+194.0%
+29.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -6.5% | +15.1% | -21.6% | -7.0% |
| 30D | -17.8% | +21.8% | -39.6% | -18.4% |
| 3M | +19.6% | +1.6% | +18.0% | +19.6% |
| 6M | +49.3% | -16.7% | +66.0% | +50.1% |
| YTD | +122.4% | +20.4% | +102.0% | +113.9% |
| 1Y | +107.4% | +0.2% | +107.2% | +103.2% |
| 3Y | +223.1% | +208.7% | +14.4% | +160.2% |
| All | +223.1% | +194.0% | +29.1% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling