+98.0%
VCIT vs EVRG
+680.3%
-582.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -0.8% | -1.0% | +0.2% | -0.7% |
| 3M | -1.0% | +0.4% | -1.4% | -1.0% |
| 6M | -1.8% | -0.8% | -1.0% | -1.8% |
| YTD | -0.7% | +15.3% | -16.0% | -1.5% |
| 1Y | +1.0% | +17.9% | -16.9% | +0.1% |
| 3Y | +18.8% | +71.9% | -53.1% | +15.5% |
| 5Y | +3.5% | +45.3% | -41.8% | +1.1% |
| 10Y | +29.2% | +113.1% | -83.8% | +25.0% |
| All | +98.0% | +680.3% | -582.4% | +94.7% |
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 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