-39.3%
VG vs EVRG
+38.0%
-77.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.7% | +1.1% | +0.6% | +1.6% |
| 30D | +16.0% | -1.0% | +17.0% | +16.1% |
| 3M | +9.7% | +0.4% | +9.3% | +9.7% |
| 6M | +29.6% | -0.8% | +30.4% | +29.8% |
| YTD | +112.0% | +15.3% | +96.7% | +92.9% |
| 1Y | +12.8% | +17.9% | -5.1% | +1.1% |
| All | -39.3% | +38.0% | -77.3% | -45.2% |
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