+790.3%
VLO vs EVRG
+124.6%
+665.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +9.6% | +1.4% | +8.2% | +9.0% |
| 30D | -17.4% | +7.4% | -24.8% | -20.0% |
| 3M | +10.8% | +7.2% | +3.5% | +7.2% |
| 6M | +56.9% | +9.5% | +47.5% | +50.0% |
| YTD | +136.8% | +25.6% | +111.2% | +111.5% |
| 1Y | +120.7% | +20.4% | +100.3% | +100.9% |
| 3Y | +231.9% | +108.8% | +123.1% | +127.8% |
| 5Y | +479.0% | +68.0% | +411.1% | +333.8% |
| All | +790.3% | +124.6% | +665.7% | +526.5% |
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