+1,421.9%
VSH vs EVRG
+2,247.9%
-826.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | +26.2% | +1.0% | +25.2% | +25.7% |
| 30D | -12.5% | +7.5% | -20.0% | -15.4% |
| 3M | -16.9% | +6.8% | -23.7% | -19.5% |
| 6M | -17.0% | +7.7% | -24.7% | -20.3% |
| YTD | +93.8% | +24.9% | +69.0% | +74.4% |
| 1Y | +99.3% | +18.1% | +81.2% | +83.5% |
| 3Y | +35.0% | +101.9% | -66.9% | -2.6% |
| 5Y | +45.8% | +67.0% | -21.2% | +13.0% |
| 10Y | +127.1% | +123.3% | +3.8% | +48.7% |
| All | +1,421.9% | +2,247.9% | -826.1% | +283.5% |
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