+122.3%
EVRG vs VT
+223.7%
-101.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -1.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | +8.7% | -2.6% | +11.3% | +10.1% |
| 3M | +6.4% | -3.2% | +9.6% | +8.2% |
| 6M | +9.4% | +0.9% | +8.5% | +8.1% |
| YTD | +24.5% | +11.3% | +13.2% | +15.5% |
| 1Y | +20.5% | +14.0% | +6.5% | +10.1% |
| 3Y | +101.6% | +75.8% | +25.7% | +37.0% |
| 5Y | +67.5% | +57.8% | +9.6% | +21.2% |
| 10Y | +122.3% | +219.8% | -97.5% | +4.0% |
| All | +122.3% | +223.7% | -101.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling