+605.6%
EVRG vs VYM
+487.3%
+118.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +0.6% | -1.0% | +1.5% | +1.3% |
| 30D | -0.2% | -2.0% | +1.8% | +1.3% |
| 3M | -0.5% | +3.1% | -3.5% | -2.8% |
| 6M | +0.2% | +8.9% | -8.7% | -6.4% |
| YTD | +14.9% | +14.7% | +0.2% | +3.0% |
| 1Y | +18.2% | +19.4% | -1.2% | +2.6% |
| 3Y | +70.2% | +65.4% | +4.8% | +13.1% |
| 5Y | +45.3% | +77.6% | -32.2% | -9.1% |
| 10Y | +112.4% | +207.8% | -95.4% | -14.7% |
| All | +605.6% | +487.3% | +118.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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