-49.4%
VG vs EVRG
+49.6%
-99.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -7.7% | +3.5% | -11.2% | -8.0% |
| 30D | -8.8% | +9.2% | -18.1% | -9.8% |
| 3M | -15.6% | +8.6% | -24.3% | -16.4% |
| 6M | +5.2% | +10.0% | -4.7% | +3.9% |
| YTD | +76.9% | +25.1% | +51.8% | +59.4% |
| 1Y | +42.5% | +19.5% | +23.0% | +32.5% |
| All | -49.4% | +49.6% | -99.0% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling