+402.8%
VUG vs EVRG
+124.6%
+278.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | -6.3% | +7.4% | -13.7% | -8.5% |
| 3M | -6.0% | +7.2% | -13.3% | -8.2% |
| 6M | -3.5% | +9.5% | -13.0% | -6.7% |
| YTD | +3.9% | +25.6% | -21.7% | -4.3% |
| 1Y | +5.1% | +20.4% | -15.2% | -1.8% |
| 3Y | +77.9% | +108.8% | -30.9% | +34.9% |
| 5Y | +62.4% | +68.0% | -5.6% | +32.5% |
| All | +402.8% | +124.6% | +278.2% | +272.2% |
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