+71.6%
VZ vs EVRG
+124.9%
-53.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +0.9% | +2.5% | -1.5% | 0.0% |
| 30D | +8.9% | +8.4% | +0.5% | +5.9% |
| 3M | +0.1% | +8.6% | -8.5% | -2.9% |
| 6M | +1.9% | +7.7% | -5.8% | -0.8% |
| YTD | +22.0% | +25.0% | -2.9% | +12.6% |
| 1Y | +22.1% | +18.7% | +3.4% | +14.7% |
| 3Y | +58.7% | +102.1% | -43.4% | +23.2% |
| 5Y | +22.3% | +66.8% | -44.5% | +0.6% |
| 10Y | +71.6% | +123.5% | -51.9% | +23.6% |
| All | +71.6% | +124.9% | -53.3% | +23.6% |
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