+125.0%
EVRG vs VT
+217.6%
-92.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +3.5% | -0.1% | +3.6% | +3.4% |
| 30D | +9.2% | -3.1% | +12.3% | +11.0% |
| 3M | +8.6% | -3.5% | +12.1% | +10.6% |
| 6M | +10.0% | +0.5% | +9.5% | +9.0% |
| YTD | +25.1% | +10.8% | +14.3% | +16.4% |
| 1Y | +19.5% | +11.9% | +7.6% | +10.5% |
| 3Y | +102.3% | +73.0% | +29.3% | +38.9% |
| 5Y | +66.8% | +58.6% | +8.2% | +20.3% |
| 10Y | +125.0% | +219.2% | -94.2% | +6.0% |
| All | +125.0% | +217.6% | -92.6% | +6.0% |
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