+3,173.1%
VMC vs EVRG
+2,087.5%
+1,085.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | -9.1% | -0.5% | -8.6% | -9.0% |
| 3M | -4.1% | +1.5% | -5.7% | -4.8% |
| 6M | -5.5% | +1.2% | -6.7% | -6.1% |
| YTD | -8.9% | +16.3% | -25.2% | -13.9% |
| 1Y | -12.9% | +20.3% | -33.2% | -18.8% |
| 3Y | +22.1% | +72.3% | -50.2% | -0.7% |
| 5Y | +52.7% | +46.7% | +6.0% | +30.7% |
| 10Y | +152.7% | +113.8% | +38.9% | +81.8% |
| All | +3,173.1% | +2,087.5% | +1,085.5% | +1,147.5% |
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