+221.2%
VLO vs NXT
+181.9%
+39.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +3.2% |
| 7D | +5.8% | +2.9% | +2.9% | +5.6% |
| 30D | +28.3% | -17.2% | +45.6% | +29.9% |
| 3M | +48.7% | -32.0% | +80.7% | +52.1% |
| 6M | +71.9% | -15.8% | +87.7% | +70.4% |
| YTD | +138.7% | -1.9% | +140.6% | +131.7% |
| 1Y | +148.5% | +22.5% | +126.0% | +133.5% |
| 3Y | +192.7% | +100.5% | +92.1% | +149.1% |
| All | +221.2% | +181.9% | +39.3% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling