+377.4%
VT vs EVRG
+669.8%
-292.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.4% | +1.1% | -0.7% | -0.1% |
| 30D | +1.0% | -1.0% | +2.0% | +1.4% |
| 3M | +2.4% | +0.4% | +2.0% | +1.8% |
| 6M | +12.0% | -0.8% | +12.8% | +11.8% |
| YTD | +15.3% | +15.3% | 0.0% | +6.5% |
| 1Y | +22.6% | +17.9% | +4.7% | +11.7% |
| 3Y | +74.7% | +71.9% | +2.7% | +29.0% |
| 5Y | +66.1% | +45.3% | +20.9% | +31.8% |
| 10Y | +225.0% | +113.1% | +111.9% | +88.3% |
| All | +377.4% | +669.8% | -292.3% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling