-100.0%
VIVK vs EVRG
+15.1%
-115.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +0.9% | -28.3% | -28.2% |
| 7D | -68.7% | +2.3% | -71.0% | -69.7% |
| 30D | -90.0% | +9.0% | -99.0% | -91.0% |
| 3M | -98.1% | +3.7% | -101.7% | -98.1% |
| 6M | -99.9% | +6.8% | -106.7% | -99.9% |
| YTD | -99.9% | +21.9% | -121.9% | -99.9% |
| 1Y | -100.0% | +15.8% | -115.8% | -100.0% |
| All | -100.0% | +15.1% | -115.1% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling