+2,179.1%
EVRG vs VICR
+11,731.3%
-9,552.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.9% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -0.2% | -11.9% | +11.7% | +0.5% |
| 3M | -0.5% | -35.1% | +34.7% | +1.7% |
| 6M | +0.2% | +8.1% | -8.0% | -2.6% |
| YTD | +14.9% | +67.8% | -52.9% | +7.5% |
| 1Y | +18.2% | +267.3% | -249.1% | +3.4% |
| 3Y | +70.2% | +191.2% | -121.0% | +46.5% |
| 5Y | +45.3% | +48.1% | -2.7% | +26.6% |
| 10Y | +112.4% | +1,546.1% | -1,433.7% | +44.2% |
| All | +2,179.1% | +11,731.3% | -9,552.3% | +1,148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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