+96.1%
VCIT vs EVRG
+737.8%
-641.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | 0.0% |
| 30D | +1.9% | +9.0% | -7.1% | +1.5% |
| 3M | -1.4% | +6.3% | -7.8% | -1.8% |
| 6M | -2.1% | +9.9% | -12.0% | -2.6% |
| YTD | -1.6% | +23.8% | -25.5% | -2.8% |
| 1Y | -0.9% | +19.9% | -20.8% | -1.9% |
| 3Y | +20.0% | +94.3% | -74.3% | +15.9% |
| 5Y | +3.1% | +64.6% | -61.5% | +0.2% |
| 10Y | +28.7% | +121.7% | -93.0% | +24.2% |
| All | +96.1% | +737.8% | -641.7% | +92.1% |
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