+2,010.2%
VRT vs EVRG
+116.3%
+1,893.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +18.6% | +1.0% | +17.6% | +18.4% |
| 30D | -11.7% | +7.5% | -19.1% | -13.2% |
| 3M | -27.3% | +6.8% | -34.1% | -28.4% |
| 6M | -42.9% | +7.7% | -50.6% | -44.1% |
| YTD | +29.5% | +24.9% | +4.6% | +22.3% |
| 1Y | +21.0% | +18.1% | +2.9% | +15.8% |
| 3Y | +403.1% | +101.9% | +301.2% | +312.0% |
| 5Y | +688.8% | +67.0% | +621.8% | +585.1% |
| All | +2,010.2% | +116.3% | +1,893.8% | +1,716.1% |
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