+1,573.8%
VSAT vs EVRG
+997.7%
+576.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.3% |
| 7D | +11.8% | +1.1% | +10.7% | +11.2% |
| 30D | -7.0% | -1.0% | -6.0% | -6.7% |
| 3M | +3.3% | +0.4% | +2.9% | +2.5% |
| 6M | +57.4% | -0.8% | +58.3% | +57.7% |
| YTD | +118.6% | +15.3% | +103.2% | +103.4% |
| 1Y | +150.2% | +17.9% | +132.3% | +130.1% |
| 3Y | +160.7% | +71.9% | +88.8% | +97.7% |
| 5Y | +51.2% | +45.3% | +5.9% | +24.0% |
| 10Y | -0.7% | +113.1% | -113.7% | -34.0% |
| All | +1,573.8% | +997.7% | +576.1% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling