+74.4%
EVRG vs VIG
+54.7%
+19.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | -0.7% | -2.2% | +1.5% | +0.3% |
| 30D | 0.0% | -3.2% | +3.2% | +1.5% |
| 3M | -1.0% | +3.0% | -4.0% | -2.3% |
| 6M | +1.0% | +8.1% | -7.2% | -2.6% |
| YTD | +15.1% | +9.1% | +6.0% | +10.4% |
| 1Y | +17.6% | +12.6% | +5.0% | +11.0% |
| All | +74.4% | +54.7% | +19.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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