+1,199.2%
VUG vs EVRG
+1,045.6%
+153.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.4% | +1.0% | +3.4% | +4.0% |
| 30D | -7.3% | +7.5% | -14.8% | -10.4% |
| 3M | -4.2% | +6.8% | -11.1% | -7.2% |
| 6M | -1.6% | +7.7% | -9.3% | -5.4% |
| YTD | +4.9% | +24.9% | -20.0% | -6.0% |
| 1Y | +3.8% | +18.1% | -14.3% | -4.7% |
| 3Y | +79.4% | +101.9% | -22.5% | +26.3% |
| 5Y | +63.9% | +67.0% | -3.1% | +24.4% |
| 10Y | +404.0% | +123.3% | +280.7% | +209.7% |
| All | +1,199.2% | +1,045.6% | +153.7% | +219.1% |
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