+1,047.0%
EVRG vs VO
+833.6%
+213.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.9% |
| 7D | +2.5% | +0.2% | +2.3% | +2.2% |
| 30D | +8.4% | +2.0% | +6.4% | +6.9% |
| 3M | +8.6% | -0.3% | +8.9% | +8.6% |
| 6M | +7.7% | +7.3% | +0.4% | +2.8% |
| YTD | +25.0% | +15.0% | +10.0% | +14.1% |
| 1Y | +18.7% | +14.7% | +4.1% | +8.5% |
| 3Y | +102.1% | +67.3% | +34.8% | +44.3% |
| 5Y | +66.8% | +38.8% | +28.0% | +31.6% |
| 10Y | +123.5% | +201.6% | -78.1% | +5.3% |
| All | +1,047.0% | +833.6% | +213.4% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling