-79.0%
VFC vs EVRG
+44.9%
-123.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | -13.4% | -0.2% | -13.1% | -13.4% |
| 3M | -23.7% | -0.5% | -23.2% | -23.6% |
| 6M | -24.5% | +0.2% | -24.6% | -24.7% |
| YTD | -27.8% | +14.9% | -42.7% | -33.3% |
| 1Y | -13.5% | +18.2% | -31.7% | -21.6% |
| 3Y | -27.1% | +70.2% | -97.3% | -47.5% |
| 5Y | -79.0% | +45.3% | -124.4% | -83.6% |
| All | -79.0% | +44.9% | -123.9% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling