-50.0%
VTRS vs EVRG
+113.9%
-163.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +3.3% | -1.2% | +4.5% | +3.6% |
| 3M | +2.0% | -0.6% | +2.6% | +2.1% |
| 6M | +19.9% | +2.4% | +17.5% | +19.0% |
| YTD | +35.7% | +15.5% | +20.3% | +29.9% |
| 1Y | +68.1% | +16.8% | +51.3% | +60.4% |
| 3Y | +87.1% | +75.0% | +12.1% | +58.8% |
| 5Y | +47.6% | +49.3% | -1.7% | +30.1% |
| All | -50.0% | +113.9% | -163.9% | -60.4% |
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