+3,437.2%
VMC vs EVRG
+2,261.5%
+1,175.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | +15.5% | +7.4% | +8.1% | +12.5% |
| 3M | +0.6% | +7.2% | -6.6% | -2.0% |
| 6M | +2.1% | +9.5% | -7.4% | -1.3% |
| YTD | -1.6% | +25.6% | -27.1% | -9.5% |
| 1Y | -1.2% | +20.4% | -21.5% | -7.8% |
| 3Y | +35.3% | +108.8% | -73.5% | +2.8% |
| 5Y | +43.6% | +68.0% | -24.4% | +17.2% |
| 10Y | +126.7% | +124.6% | +2.1% | +60.3% |
| All | +3,437.2% | +2,261.5% | +1,175.7% | +1,211.4% |
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