+145.7%
VMC vs EVRG
+113.9%
+31.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -9.7% | -1.2% | -8.5% | -9.4% |
| 3M | -9.6% | -0.6% | -9.0% | -9.5% |
| 6M | -4.8% | +2.4% | -7.3% | -5.8% |
| YTD | -10.9% | +15.5% | -26.3% | -15.4% |
| 1Y | -15.6% | +16.8% | -32.4% | -20.3% |
| 3Y | +19.3% | +75.0% | -55.7% | -2.9% |
| 5Y | +48.0% | +49.3% | -1.3% | +26.7% |
| All | +145.7% | +113.9% | +31.8% | +81.7% |
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