+1,636.0%
VSH vs EVRG
+2,068.9%
-433.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +4.1% | +1.1% | +3.0% | +3.5% |
| 30D | -4.2% | -1.0% | -3.1% | -3.8% |
| 3M | -50.0% | +0.4% | -50.4% | -50.3% |
| 6M | +80.2% | -0.8% | +81.0% | +79.5% |
| YTD | +121.1% | +15.3% | +105.8% | +106.3% |
| 1Y | +112.0% | +17.9% | +94.1% | +95.7% |
| 3Y | +22.5% | +71.9% | -49.4% | -5.2% |
| 5Y | +64.0% | +45.3% | +18.8% | +35.2% |
| 10Y | +170.4% | +113.1% | +57.3% | +81.0% |
| All | +1,636.0% | +2,068.9% | -433.0% | +353.9% |
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