+211.1%
VLO vs NXT
+178.8%
+32.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +5.2% | -1.1% | +6.3% | +5.3% |
| 30D | +22.6% | -15.3% | +37.9% | +23.8% |
| 3M | +43.8% | -43.8% | +87.6% | +49.1% |
| 6M | +65.7% | -18.7% | +84.4% | +64.8% |
| YTD | +131.1% | -3.0% | +134.1% | +124.5% |
| 1Y | +143.6% | +22.7% | +120.9% | +128.8% |
| 3Y | +201.4% | +95.9% | +105.5% | +157.0% |
| All | +211.1% | +178.8% | +32.3% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling