+225.7%
VIK vs EVRG
+72.3%
+153.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -18.4% | -1.2% | -17.2% | -18.2% |
| 3M | -8.8% | -0.6% | -8.2% | -8.8% |
| 6M | +17.1% | +2.4% | +14.7% | +16.0% |
| YTD | +19.0% | +15.5% | +3.6% | +13.2% |
| 1Y | +30.1% | +16.8% | +13.3% | +22.8% |
| All | +225.7% | +72.3% | +153.4% | +171.1% |
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