-48.6%
VFC vs EVRG
+124.6%
-173.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +2.9% |
| 7D | +1.6% | +1.4% | +0.2% | +0.9% |
| 30D | +25.5% | +7.4% | +18.1% | +20.9% |
| 3M | +41.3% | +7.2% | +34.1% | +36.1% |
| 6M | +22.2% | +9.5% | +12.7% | +16.5% |
| YTD | +16.4% | +25.6% | -9.2% | +2.6% |
| 1Y | +38.4% | +20.4% | +18.1% | +24.6% |
| 3Y | +56.2% | +108.8% | -52.6% | +3.5% |
| 5Y | -68.2% | +68.0% | -136.1% | -76.6% |
| All | -48.6% | +124.6% | -173.2% | -66.2% |
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