+111.1%
VSH vs EVRG
+124.6%
-13.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.4% |
| 7D | +14.3% | +1.4% | +12.9% | +13.8% |
| 30D | -7.9% | +7.4% | -15.2% | -10.4% |
| 3M | -19.9% | +7.2% | -27.1% | -22.1% |
| 6M | -30.5% | +9.5% | -40.0% | -33.3% |
| YTD | +85.7% | +25.6% | +60.1% | +68.7% |
| 1Y | +98.9% | +20.4% | +78.6% | +83.6% |
| 3Y | +32.1% | +108.8% | -76.7% | -3.4% |
| 5Y | +39.7% | +68.0% | -28.3% | +10.7% |
| All | +111.1% | +124.6% | -13.5% | +53.7% |
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