+404.6%
VIAV vs EVRG
+113.9%
+290.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +11.2% | +0.1% | +11.1% | +11.1% |
| 30D | -10.1% | -1.2% | -8.9% | -9.8% |
| 3M | -22.9% | -0.6% | -22.3% | -22.9% |
| 6M | +28.8% | +2.4% | +26.3% | +27.5% |
| YTD | +117.5% | +15.5% | +102.0% | +106.3% |
| 1Y | +216.1% | +16.8% | +199.2% | +198.5% |
| 3Y | +292.2% | +75.0% | +217.2% | +217.1% |
| 5Y | +141.0% | +49.3% | +91.6% | +104.1% |
| All | +404.6% | +113.9% | +290.6% | +298.1% |
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