+238.4%
A vs EVRG
+113.2%
+125.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | -4.3% | 0.0% | -4.3% | -4.4% |
| 3M | +8.9% | -1.0% | +9.9% | +9.1% |
| 6M | +24.5% | +1.0% | +23.5% | +23.4% |
| YTD | +5.8% | +15.1% | -9.3% | -0.4% |
| 1Y | +16.2% | +17.6% | -1.3% | +8.3% |
| 3Y | +28.5% | +70.5% | -42.0% | +2.6% |
| 5Y | -16.3% | +48.9% | -65.2% | -30.1% |
| All | +238.4% | +113.2% | +125.1% | +151.0% |
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 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