+911.8%
VLO vs EVRG
+113.2%
+798.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +4.0% | -0.7% | +4.7% | +4.3% |
| 30D | +19.0% | 0.0% | +19.0% | +18.9% |
| 3M | +50.0% | -1.0% | +50.9% | +50.2% |
| 6M | +79.1% | +1.0% | +78.2% | +77.2% |
| YTD | +140.3% | +15.1% | +125.2% | +123.3% |
| 1Y | +148.3% | +17.6% | +130.8% | +128.0% |
| 3Y | +194.6% | +70.5% | +124.2% | +122.6% |
| 5Y | +609.6% | +48.9% | +560.7% | +463.2% |
| All | +911.8% | +113.2% | +798.5% | +616.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling