+740.2%
EVRG vs VT
+345.0%
+395.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +3.8% |
| 7D | +2.3% | -4.2% | +6.5% | +4.8% |
| 30D | +8.8% | -5.8% | +14.6% | +12.4% |
| 3M | +6.1% | -5.2% | +11.4% | +9.2% |
| 6M | +8.9% | +0.1% | +8.8% | +8.1% |
| YTD | +23.6% | +8.2% | +15.4% | +16.8% |
| 1Y | +17.8% | +10.1% | +7.7% | +10.1% |
| 3Y | +92.9% | +69.7% | +23.2% | +36.7% |
| 5Y | +64.4% | +53.4% | +11.0% | +22.5% |
| 10Y | +121.4% | +219.2% | -97.8% | +3.2% |
| All | +740.2% | +345.0% | +395.3% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling