+46.8%
VMC vs EVRG
+45.7%
+1.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.7% | -0.7% | -3.0% | -3.4% |
| 30D | -12.8% | 0.0% | -12.8% | -12.9% |
| 3M | -7.9% | -1.0% | -7.0% | -7.6% |
| 6M | -7.5% | +1.0% | -8.5% | -8.0% |
| YTD | -11.6% | +15.1% | -26.7% | -16.6% |
| 1Y | -14.3% | +17.6% | -31.8% | -19.9% |
| 3Y | +18.5% | +70.5% | -52.0% | -5.5% |
| 5Y | +46.8% | +48.9% | -2.1% | +23.2% |
| All | +46.8% | +45.7% | +1.1% | +23.2% |
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 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