-44.6%
VG vs EVRG
+50.2%
-94.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +14.0% | +1.4% | +12.5% | +13.8% |
| 30D | -1.0% | +7.4% | -8.4% | -1.8% |
| 3M | -2.7% | +7.2% | -9.9% | -3.5% |
| 6M | +1.5% | +9.5% | -8.0% | +0.3% |
| YTD | +93.7% | +25.6% | +68.1% | +74.5% |
| 1Y | +68.5% | +20.4% | +48.2% | +56.4% |
| All | -44.6% | +50.2% | -94.8% | -50.4% |
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