+219.2%
VT vs EVRG
+123.0%
+96.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.1% | +3.5% | -3.6% | -1.3% |
| 30D | -3.1% | +9.2% | -12.3% | -5.9% |
| 3M | -3.5% | +8.6% | -12.1% | -6.2% |
| 6M | +0.5% | +10.0% | -9.5% | -3.0% |
| YTD | +10.8% | +25.1% | -14.3% | +2.2% |
| 1Y | +11.9% | +19.5% | -7.6% | +4.8% |
| 3Y | +73.0% | +102.3% | -29.3% | +33.5% |
| 5Y | +58.6% | +66.8% | -8.2% | +30.0% |
| 10Y | +219.2% | +125.0% | +94.2% | +139.1% |
| All | +219.2% | +123.0% | +96.1% | +139.1% |
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