+213.7%
VT vs EVRG
+121.0%
+92.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.3% | +1.9% | -4.2% | -2.9% |
| 30D | -5.0% | +9.0% | -14.0% | -7.7% |
| 3M | -4.9% | +6.3% | -11.2% | -6.9% |
| 6M | -1.5% | +9.9% | -11.4% | -4.9% |
| YTD | +8.5% | +23.8% | -15.3% | +0.4% |
| 1Y | +11.4% | +19.9% | -8.5% | +4.1% |
| 3Y | +70.1% | +94.3% | -24.2% | +33.1% |
| 5Y | +53.7% | +64.6% | -10.9% | +26.5% |
| All | +213.7% | +121.0% | +92.7% | +137.3% |
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