+237.5%
VIK vs EVRG
+73.6%
+163.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.4% |
| 7D | +3.6% | +0.9% | +2.7% | +3.4% |
| 30D | -16.7% | -0.5% | -16.2% | -16.7% |
| 3M | -1.1% | +1.5% | -2.6% | -1.7% |
| 6M | +27.8% | +1.2% | +26.7% | +27.0% |
| YTD | +23.3% | +16.3% | +7.0% | +17.1% |
| 1Y | +38.2% | +20.3% | +17.9% | +28.9% |
| All | +237.5% | +73.6% | +163.9% | +180.3% |
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