+348.0%
VT vs EVRG
+725.2%
-377.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.8% |
| 7D | -4.2% | +2.3% | -6.5% | -5.3% |
| 30D | -5.8% | +8.8% | -14.6% | -9.7% |
| 3M | -5.2% | +6.1% | -11.4% | -8.2% |
| 6M | +0.1% | +8.9% | -8.8% | -4.6% |
| YTD | +8.2% | +23.6% | -15.4% | -3.6% |
| 1Y | +10.1% | +17.8% | -7.7% | +0.4% |
| 3Y | +69.7% | +92.9% | -23.2% | +18.3% |
| 5Y | +53.4% | +64.4% | -11.0% | +14.1% |
| 10Y | +219.2% | +121.4% | +97.8% | +82.4% |
| All | +348.0% | +725.2% | -377.1% | -14.0% |
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 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