+561.7%
VTRS vs EVRG
+2,064.1%
-1,502.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +4.6% | -1.0% | +5.6% | +4.9% |
| 6M | +18.1% | +1.0% | +17.1% | +17.6% |
| YTD | +34.7% | +15.1% | +19.6% | +28.8% |
| 1Y | +65.6% | +17.6% | +48.1% | +57.4% |
| 3Y | +83.8% | +70.5% | +13.3% | +55.8% |
| 5Y | +46.5% | +48.9% | -2.4% | +28.3% |
| 10Y | -48.6% | +112.8% | -161.4% | -60.9% |
| All | +561.7% | +2,064.1% | -1,502.5% | +140.5% |
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