+1,083.1%
VST vs EVRG
+122.7%
+960.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.1% |
| 7D | -0.5% | +1.7% | -2.2% | -1.4% |
| 30D | -17.1% | +8.7% | -25.8% | -20.7% |
| 3M | -4.6% | +6.4% | -11.0% | -7.8% |
| 6M | -9.1% | +9.4% | -18.5% | -13.5% |
| YTD | -16.6% | +24.5% | -41.1% | -25.7% |
| 1Y | -29.5% | +20.5% | -49.9% | -36.2% |
| 3Y | +297.5% | +101.6% | +195.9% | +172.7% |
| 5Y | +654.5% | +67.5% | +587.1% | +467.8% |
| 10Y | +1,205.2% | +122.3% | +1,082.9% | +788.1% |
| All | +1,083.1% | +122.7% | +960.4% | +702.5% |
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