+579.5%
VRSK vs EVRG
+701.1%
-121.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -7.7% | -0.7% | -7.0% | -7.5% |
| 30D | -2.8% | 0.0% | -2.8% | -2.9% |
| 3M | -3.7% | -1.0% | -2.8% | -3.3% |
| 6M | -12.8% | +1.0% | -13.7% | -13.4% |
| YTD | -21.0% | +15.1% | -36.1% | -25.9% |
| 1Y | -32.5% | +17.6% | -50.0% | -37.2% |
| 3Y | -26.5% | +70.5% | -97.0% | -42.1% |
| 5Y | -11.5% | +48.9% | -60.4% | -26.7% |
| 10Y | +125.7% | +112.8% | +12.9% | +58.8% |
| All | +579.5% | +701.1% | -121.5% | +210.3% |
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 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