+1,142.3%
VST vs EVRG
+124.9%
+1,017.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +10.9% | +2.5% | +8.5% | +9.6% |
| 30D | -15.6% | +8.4% | -24.0% | -19.2% |
| 3M | -7.8% | +8.6% | -16.4% | -11.7% |
| 6M | -12.0% | +7.7% | -19.6% | -15.6% |
| YTD | -16.9% | +25.0% | -41.9% | -26.2% |
| 1Y | -25.1% | +18.7% | -43.8% | -31.7% |
| 3Y | +297.1% | +102.1% | +195.0% | +171.9% |
| 5Y | +641.9% | +66.8% | +575.1% | +459.0% |
| 10Y | +1,142.3% | +123.5% | +1,018.8% | +726.7% |
| All | +1,142.3% | +124.9% | +1,017.4% | +726.7% |
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