-16.0%
VSAT vs EVRG
+124.6%
-140.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.3% |
| 7D | +5.9% | +1.4% | +4.5% | +5.1% |
| 30D | +9.7% | +7.4% | +2.3% | +4.7% |
| 3M | -18.3% | +7.2% | -25.5% | -22.0% |
| 6M | -4.1% | +9.5% | -13.5% | -9.8% |
| YTD | +96.5% | +25.6% | +70.9% | +70.6% |
| 1Y | +89.3% | +20.4% | +68.9% | +68.3% |
| 3Y | +270.1% | +108.8% | +161.2% | +134.4% |
| 5Y | +26.4% | +68.0% | -41.6% | -9.5% |
| All | -16.0% | +124.6% | -140.6% | -50.5% |
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