+1,002.6%
VST vs EVRG
+121.5%
+881.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.4% | +10.5% |
| 7D | -9.8% | +1.9% | -11.7% | -10.8% |
| 30D | -25.1% | +9.0% | -34.2% | -28.5% |
| 3M | -11.6% | +6.3% | -17.9% | -14.5% |
| 6M | -20.9% | +9.9% | -30.8% | -25.0% |
| YTD | -22.3% | +23.8% | -46.1% | -30.6% |
| 1Y | -32.0% | +19.9% | -51.9% | -38.3% |
| 3Y | +262.4% | +94.3% | +168.1% | +153.4% |
| 5Y | +563.4% | +64.6% | +498.7% | +403.4% |
| 10Y | +1,120.7% | +121.7% | +998.9% | +734.1% |
| All | +1,002.6% | +121.5% | +881.0% | +649.6% |
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