+20.2%
VZ vs EVRG
+64.6%
-44.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +2.1% | +1.9% | +0.3% | +1.4% |
| 30D | +1.4% | +9.0% | -7.6% | -2.2% |
| 3M | -1.3% | +6.3% | -7.6% | -3.8% |
| 6M | -0.5% | +9.9% | -10.4% | -4.4% |
| YTD | +19.6% | +23.8% | -4.2% | +9.5% |
| 1Y | +22.4% | +19.9% | +2.5% | +13.3% |
| 3Y | +55.9% | +94.3% | -38.4% | +18.1% |
| All | +20.2% | +64.6% | -44.4% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling