+1,187.3%
VUG vs EVRG
+1,052.2%
+135.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +2.5% | +1.4% | +1.1% | +1.9% |
| 30D | -6.3% | +7.4% | -13.7% | -9.3% |
| 3M | -6.0% | +7.2% | -13.3% | -9.1% |
| 6M | -3.5% | +9.5% | -13.0% | -7.9% |
| YTD | +3.9% | +25.6% | -21.7% | -7.1% |
| 1Y | +5.1% | +20.4% | -15.2% | -4.3% |
| 3Y | +77.9% | +108.8% | -30.9% | +23.3% |
| 5Y | +62.4% | +68.0% | -5.6% | +23.0% |
| 10Y | +399.4% | +124.6% | +274.8% | +206.0% |
| All | +1,187.3% | +1,052.2% | +135.1% | +215.4% |
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 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