+65.5%
A vs EVRG
+104.1%
-38.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | 0.0% | +7.4% | -7.4% | -1.2% |
| 3M | +16.7% | +7.2% | +9.5% | +15.3% |
| 6M | +54.8% | +9.5% | +45.4% | +52.0% |
| YTD | +28.8% | +25.6% | +3.2% | +21.1% |
| 1Y | +19.3% | +20.4% | -1.0% | +13.7% |
| 3Y | +65.5% | +108.8% | -43.3% | +29.4% |
| All | +65.5% | +104.1% | -38.6% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling