-100.0%
VIVK vs EVRG
+17.4%
-117.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.5% | -11.8% | -11.9% |
| 7D | -1.4% | +1.1% | -2.5% | -2.5% |
| 30D | -43.6% | -1.0% | -42.6% | -43.3% |
| 3M | -95.1% | +0.4% | -95.5% | -95.1% |
| 6M | -98.2% | -0.8% | -97.4% | -98.2% |
| YTD | -97.9% | +15.3% | -113.3% | -98.4% |
| 1Y | -100.0% | +17.9% | -117.9% | -100.0% |
| All | -100.0% | +17.4% | -117.4% | -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