+183.8%
VXUS vs EVRG
+469.8%
-286.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | +2.2% | -1.0% | +3.2% | +2.5% |
| 3M | +3.0% | +0.4% | +2.6% | +2.6% |
| 6M | +10.7% | -0.8% | +11.5% | +10.6% |
| YTD | +17.8% | +15.3% | +2.5% | +11.6% |
| 1Y | +27.6% | +17.9% | +9.7% | +19.7% |
| 3Y | +73.3% | +71.9% | +1.4% | +41.1% |
| 5Y | +54.3% | +45.3% | +9.1% | +32.0% |
| 10Y | +149.8% | +113.1% | +36.8% | +74.0% |
| All | +183.8% | +469.8% | -286.0% | -10.4% |
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