-12.2%
VEEV vs EVRG
+48.0%
-60.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | +8.6% | -1.2% | +9.9% | +8.8% |
| 3M | +62.4% | -0.6% | +63.0% | +62.5% |
| 6M | +40.3% | +2.4% | +37.8% | +39.4% |
| YTD | +17.5% | +15.5% | +2.1% | +13.6% |
| 1Y | -6.1% | +16.8% | -22.9% | -9.7% |
| 3Y | +16.7% | +75.0% | -58.3% | -0.1% |
| All | -12.2% | +48.0% | -60.2% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling