+217.8%
VLO vs EVRG
+103.1%
+114.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | -16.6% | +8.4% | -25.0% | -17.1% |
| 3M | +12.3% | +8.6% | +3.7% | +11.6% |
| 6M | +47.8% | +7.7% | +40.2% | +46.8% |
| YTD | +126.7% | +25.0% | +101.8% | +119.9% |
| 1Y | +105.4% | +18.7% | +86.6% | +100.7% |
| All | +217.8% | +103.1% | +114.7% | +176.4% |
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