+3,239.6%
VIAV vs EVRG
+1,110.1%
+2,129.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | +13.6% | +0.6% | +13.0% | +13.3% |
| 30D | +5.3% | -0.2% | +5.6% | +5.4% |
| 3M | -15.6% | -0.5% | -15.2% | -15.7% |
| 6M | +34.0% | +0.2% | +33.8% | +33.6% |
| YTD | +119.9% | +14.9% | +105.0% | +105.3% |
| 1Y | +235.2% | +18.2% | +216.9% | +208.6% |
| 3Y | +299.8% | +70.2% | +229.6% | +205.6% |
| 5Y | +140.1% | +45.3% | +94.7% | +94.5% |
| 10Y | +420.3% | +112.4% | +307.9% | +228.3% |
| All | +3,239.6% | +1,110.1% | +2,129.4% | +752.8% |
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