-25.5%
VFC vs EVRG
+72.7%
-98.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.3% |
| 7D | +0.8% | +0.9% | 0.0% | +0.4% |
| 30D | -11.9% | -0.5% | -11.4% | -11.8% |
| 3M | -20.2% | +1.5% | -21.7% | -20.7% |
| 6M | -23.0% | +1.2% | -24.1% | -23.5% |
| YTD | -26.2% | +16.3% | -42.5% | -32.3% |
| 1Y | -13.3% | +20.3% | -33.6% | -22.6% |
| 3Y | -25.5% | +72.3% | -97.8% | -51.2% |
| All | -25.5% | +72.7% | -98.2% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling