+1,052.8%
EVRG vs VO
+825.6%
+227.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | +3.1% | -1.7% | -0.5% |
| 30D | +7.4% | +2.2% | +5.2% | +5.8% |
| 3M | +7.2% | -2.5% | +9.7% | +8.7% |
| 6M | +9.5% | +7.0% | +2.5% | +4.7% |
| YTD | +25.6% | +14.0% | +11.6% | +15.2% |
| 1Y | +20.4% | +15.6% | +4.7% | +9.4% |
| 3Y | +108.8% | +66.2% | +42.6% | +49.7% |
| 5Y | +68.0% | +36.6% | +31.3% | +33.8% |
| 10Y | +124.6% | +199.0% | -74.4% | +6.4% |
| All | +1,052.8% | +825.6% | +227.1% | +136.1% |
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