+221.8%
VT vs EVRG
+124.6%
+97.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.4% | +1.4% | +0.9% | +1.9% |
| 30D | -1.5% | +7.4% | -8.9% | -3.8% |
| 3M | -4.1% | +7.2% | -11.3% | -6.4% |
| 6M | +0.6% | +9.5% | -8.9% | -2.7% |
| YTD | +11.0% | +25.6% | -14.5% | +2.3% |
| 1Y | +13.3% | +20.4% | -7.0% | +5.9% |
| 3Y | +73.4% | +108.8% | -35.4% | +32.3% |
| 5Y | +57.4% | +68.0% | -10.5% | +28.7% |
| All | +221.8% | +124.6% | +97.2% | +141.6% |
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