-100.0%
VIVK vs EVRG
+682.4%
-782.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.0% |
| 7D | -7.9% | +0.6% | -8.4% | -8.0% |
| 30D | -42.0% | -0.2% | -41.7% | -41.9% |
| 3M | -92.5% | -0.5% | -92.1% | -92.5% |
| 6M | -98.0% | +0.2% | -98.2% | -98.0% |
| YTD | -97.9% | +14.9% | -112.8% | -98.0% |
| 1Y | -100.0% | +18.2% | -118.2% | -100.0% |
| 3Y | -100.0% | +70.2% | -170.2% | -100.0% |
| 5Y | -100.0% | +45.3% | -145.3% | -100.0% |
| 10Y | -100.0% | +112.4% | -212.4% | -100.0% |
| All | -100.0% | +682.4% | -782.4% | -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 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