+192.7%
VLO vs EVRG
+72.7%
+120.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.2% |
| 7D | +5.8% | +0.9% | +4.9% | +5.7% |
| 30D | +28.3% | -0.5% | +28.9% | +28.4% |
| 3M | +48.7% | +1.5% | +47.2% | +48.3% |
| 6M | +71.9% | +1.2% | +70.7% | +71.2% |
| YTD | +138.7% | +16.3% | +122.3% | +132.0% |
| 1Y | +148.5% | +20.3% | +128.2% | +139.7% |
| 3Y | +192.7% | +72.3% | +120.4% | +157.1% |
| All | +192.7% | +72.7% | +120.0% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling