+175.8%
VSH vs EVRG
+113.2%
+62.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +3.1% | -0.7% | +3.8% | +3.3% |
| 30D | -5.7% | 0.0% | -5.7% | -5.8% |
| 3M | -42.5% | -1.0% | -41.5% | -42.5% |
| 6M | +82.7% | +1.0% | +81.7% | +80.8% |
| YTD | +118.2% | +15.1% | +103.1% | +105.1% |
| 1Y | +109.7% | +17.6% | +92.1% | +95.2% |
| 3Y | +35.3% | +70.5% | -35.2% | +7.1% |
| 5Y | +65.6% | +48.9% | +16.7% | +37.5% |
| All | +175.8% | +113.2% | +62.6% | +109.5% |
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