+2,397.0%
VRT vs EVRG
+99.4%
+2,297.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | -7.7% | -0.7% | -7.0% | -7.5% |
| 30D | -12.0% | 0.0% | -12.0% | -11.9% |
| 3M | -11.7% | -1.0% | -10.7% | -11.6% |
| 6M | -8.1% | +1.0% | -9.1% | -8.5% |
| YTD | +53.2% | +15.1% | +38.1% | +47.7% |
| 1Y | +81.7% | +17.6% | +64.1% | +74.0% |
| 3Y | +535.3% | +70.5% | +464.8% | +444.9% |
| 5Y | +916.4% | +48.9% | +867.5% | +808.1% |
| All | +2,397.0% | +99.4% | +2,297.6% | +2,092.1% |
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