+1,238.2%
VST vs EVRG
+108.1%
+1,130.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | +9.9% | +0.9% | +9.0% | +9.4% |
| 30D | +7.9% | -0.5% | +8.5% | +8.2% |
| 3M | +3.4% | +1.5% | +1.9% | +2.3% |
| 6M | -4.1% | +1.2% | -5.3% | -4.9% |
| YTD | -5.7% | +16.3% | -22.0% | -12.9% |
| 1Y | -18.9% | +20.3% | -39.1% | -26.6% |
| 3Y | +359.1% | +72.3% | +286.7% | +241.6% |
| 5Y | +766.9% | +46.7% | +720.2% | +598.7% |
| All | +1,238.2% | +108.1% | +1,130.1% | +840.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling