+65.5%
VZ vs EVRG
+122.0%
-56.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +2.2% | +1.7% | +0.6% | +1.6% |
| 30D | +10.6% | +8.7% | +1.9% | +7.4% |
| 3M | -0.6% | +6.4% | -7.0% | -2.9% |
| 6M | +0.7% | +9.4% | -8.7% | -2.5% |
| YTD | +20.6% | +24.5% | -3.9% | +11.4% |
| 1Y | +22.7% | +20.5% | +2.3% | +14.6% |
| 3Y | +57.2% | +101.6% | -44.4% | +22.1% |
| 5Y | +21.4% | +67.5% | -46.1% | -0.3% |
| 10Y | +65.5% | +122.3% | -56.8% | +19.3% |
| All | +65.5% | +122.0% | -56.5% | +19.3% |
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