+1.3%
VSAT vs EVRG
+113.2%
-112.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +3.4% | -0.7% | +4.1% | +3.9% |
| 30D | -12.2% | 0.0% | -12.2% | -12.3% |
| 3M | +20.6% | -1.0% | +21.6% | +20.7% |
| 6M | +60.2% | +1.0% | +59.2% | +58.7% |
| YTD | +115.3% | +15.1% | +100.2% | +97.7% |
| 1Y | +154.6% | +17.6% | +137.0% | +130.5% |
| 3Y | +211.2% | +70.5% | +140.7% | +123.5% |
| 5Y | +52.7% | +48.9% | +3.8% | +18.1% |
| All | +1.3% | +113.2% | -112.0% | -36.5% |
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