+1,465.5%
VTR vs EVRG
+979.4%
+486.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | -2.8% | -0.2% | -2.6% | -2.7% |
| 3M | +9.0% | -0.5% | +9.5% | +9.3% |
| 6M | +5.0% | +0.2% | +4.8% | +4.9% |
| YTD | +16.9% | +14.9% | +2.0% | +8.4% |
| 1Y | +34.3% | +18.2% | +16.1% | +22.5% |
| 3Y | +131.6% | +70.2% | +61.4% | +72.9% |
| 5Y | +88.0% | +45.3% | +42.7% | +51.8% |
| 10Y | +97.8% | +112.4% | -14.6% | +32.5% |
| All | +1,465.5% | +979.4% | +486.1% | +403.9% |
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