+361.0%
VRT vs EVRG
+103.3%
+257.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.0% |
| 7D | -17.7% | +3.5% | -21.2% | -16.7% |
| 30D | -20.0% | +9.2% | -29.2% | -17.9% |
| 3M | -28.1% | +8.6% | -36.7% | -26.3% |
| 6M | -42.8% | +10.0% | -52.8% | -41.2% |
| YTD | +20.0% | +25.1% | -5.1% | +28.2% |
| 1Y | +3.5% | +19.5% | -16.0% | +9.2% |
| All | +361.0% | +103.3% | +257.7% | +528.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling