+195.0%
VLO vs NYT
+56.2%
+138.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +18.2% | +4.6% | +13.7% | +17.9% |
| 3M | +53.3% | -9.6% | +62.9% | +54.1% |
| 6M | +70.4% | -14.0% | +84.4% | +71.3% |
| YTD | +143.4% | -2.8% | +146.2% | +139.5% |
| 1Y | +153.0% | +15.6% | +137.4% | +141.1% |
| 3Y | +195.0% | +56.3% | +138.6% | +157.9% |
| All | +195.0% | +56.2% | +138.8% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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