+172.5%
VEA vs EVRG
+654.3%
-481.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.9% | +0.9% | +1.0% | +1.4% |
| 30D | +0.8% | -0.5% | +1.3% | +1.0% |
| 3M | +5.7% | +1.5% | +4.2% | +4.6% |
| 6M | +13.3% | +1.2% | +12.1% | +12.0% |
| YTD | +18.4% | +16.3% | +2.1% | +9.1% |
| 1Y | +27.0% | +20.3% | +6.7% | +14.9% |
| 3Y | +79.3% | +72.3% | +7.0% | +33.6% |
| 5Y | +62.1% | +46.7% | +15.4% | +28.8% |
| 10Y | +160.3% | +113.8% | +46.5% | +51.5% |
| All | +172.5% | +654.3% | -481.8% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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