+124.0%
VRSK vs EVRG
+113.9%
+10.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -2.3% | -1.2% | -1.1% | -1.9% |
| 3M | -2.9% | -0.6% | -2.3% | -2.7% |
| 6M | -12.8% | +2.4% | -15.2% | -14.0% |
| YTD | -20.8% | +15.5% | -36.3% | -26.2% |
| 1Y | -33.2% | +16.8% | -50.0% | -38.1% |
| 3Y | -26.6% | +75.0% | -101.6% | -44.0% |
| 5Y | -11.3% | +49.3% | -60.7% | -27.8% |
| All | +124.0% | +113.9% | +10.0% | +56.3% |
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