+769.3%
VST vs EVRG
+45.5%
+723.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +8.9% | +1.1% | +7.8% | +8.3% |
| 30D | +6.2% | -1.0% | +7.2% | +6.7% |
| 3M | -2.7% | +0.4% | -3.1% | -3.3% |
| 6M | -8.4% | -0.8% | -7.5% | -8.4% |
| YTD | -7.2% | +15.3% | -22.5% | -14.1% |
| 1Y | -20.9% | +17.9% | -38.8% | -27.9% |
| 3Y | +384.0% | +71.9% | +312.1% | +255.3% |
| All | +769.3% | +45.5% | +723.8% | +591.4% |
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