+386.3%
VNQ vs EVRG
+886.4%
-500.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.6% | -1.2% | -1.4% | -1.8% |
| 3M | -2.0% | -0.6% | -1.4% | -1.8% |
| 6M | +4.3% | +2.4% | +1.9% | +2.0% |
| YTD | +9.2% | +15.5% | -6.2% | -2.6% |
| 1Y | +5.6% | +16.8% | -11.2% | -6.9% |
| 3Y | +30.8% | +75.0% | -44.2% | -16.3% |
| 5Y | +8.0% | +49.3% | -41.4% | -23.4% |
| 10Y | +63.7% | +113.5% | -49.8% | -21.5% |
| All | +386.3% | +886.4% | -500.1% | -43.4% |
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 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