+789.7%
VFC vs EVRG
+2,068.9%
-1,279.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -11.6% | -1.0% | -10.6% | -11.4% |
| 3M | -18.1% | +0.4% | -18.5% | -18.2% |
| 6M | -27.4% | -0.8% | -26.5% | -27.3% |
| YTD | -24.8% | +15.3% | -40.2% | -28.8% |
| 1Y | -8.2% | +17.9% | -26.1% | -13.9% |
| 3Y | -29.1% | +71.9% | -101.0% | -42.0% |
| 5Y | -79.2% | +45.3% | -124.4% | -82.0% |
| 10Y | -68.1% | +113.1% | -181.2% | -76.0% |
| All | +789.7% | +2,068.9% | -1,279.2% | +317.6% |
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 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