+565.2%
A vs EVRG
+1,424.5%
-859.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -0.5% | +1.4% | -1.9% | -1.0% |
| 30D | 0.0% | +7.4% | -7.4% | -3.0% |
| 3M | +16.7% | +7.2% | +9.5% | +13.1% |
| 6M | +54.8% | +9.5% | +45.4% | +48.4% |
| YTD | +28.8% | +25.6% | +3.2% | +16.2% |
| 1Y | +19.3% | +20.4% | -1.0% | +9.5% |
| 3Y | +65.5% | +108.8% | -43.3% | +19.6% |
| 5Y | +12.1% | +68.0% | -55.9% | -12.2% |
| 10Y | +305.4% | +124.6% | +180.8% | +168.2% |
| All | +565.2% | +1,424.5% | -859.3% | +164.0% |
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