+608.4%
VST vs EVRG
+66.7%
+541.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +6.6% | +1.4% | +5.2% | +5.9% |
| 30D | -12.4% | +7.4% | -19.8% | -15.5% |
| 3M | -9.0% | +7.2% | -16.2% | -12.2% |
| 6M | -6.4% | +9.5% | -15.9% | -10.9% |
| YTD | -17.2% | +25.6% | -42.8% | -26.4% |
| 1Y | -22.0% | +20.4% | -42.4% | -29.2% |
| 3Y | +296.7% | +108.8% | +187.9% | +165.1% |
| All | +608.4% | +66.7% | +541.7% | +451.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling