+37,801.5%
VLO vs NYT
+758.3%
+37,043.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +18.2% | +4.6% | +13.7% | +16.8% |
| 3M | +53.3% | -9.6% | +62.9% | +56.5% |
| 6M | +70.4% | -14.0% | +84.4% | +75.1% |
| YTD | +143.4% | -2.8% | +146.2% | +141.2% |
| 1Y | +153.0% | +15.6% | +137.4% | +138.9% |
| 3Y | +195.0% | +56.3% | +138.6% | +152.1% |
| 5Y | +618.8% | +39.5% | +579.3% | +516.4% |
| 10Y | +942.8% | +488.0% | +454.8% | +480.5% |
| All | +37,801.5% | +758.3% | +37,043.2% | +17,036.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling