-68.5%
VFC vs EVRG
+113.9%
-182.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -9.0% | -1.2% | -7.8% | -8.5% |
| 3M | -24.2% | -0.6% | -23.6% | -24.0% |
| 6M | -18.5% | +2.4% | -20.9% | -19.8% |
| YTD | -25.9% | +15.5% | -41.3% | -31.7% |
| 1Y | -13.0% | +16.8% | -29.8% | -20.6% |
| 3Y | -20.3% | +75.0% | -95.3% | -42.1% |
| 5Y | -78.1% | +49.3% | -127.4% | -82.8% |
| All | -68.5% | +113.9% | -182.5% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling