+715.8%
VTV vs EVRG
+954.1%
-238.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -0.7% | +0.6% | -1.2% | -1.0% |
| 30D | -0.5% | -0.2% | -0.3% | -0.4% |
| 3M | +5.3% | -0.5% | +5.8% | +5.3% |
| 6M | +12.9% | +0.2% | +12.7% | +12.2% |
| YTD | +18.5% | +14.9% | +3.6% | +9.4% |
| 1Y | +25.3% | +18.2% | +7.1% | +13.7% |
| 3Y | +68.2% | +70.2% | -2.0% | +23.9% |
| 5Y | +80.6% | +45.3% | +35.3% | +42.7% |
| 10Y | +232.9% | +112.4% | +120.5% | +97.7% |
| All | +715.8% | +954.1% | -238.3% | +77.8% |
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