+275.2%
ADP vs EVRG
+113.2%
+162.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -5.7% | -0.7% | -5.0% | -5.4% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | +16.6% | -1.0% | +17.5% | +16.9% |
| 6M | +24.9% | +1.0% | +24.0% | +23.7% |
| YTD | +5.6% | +15.1% | -9.5% | -2.3% |
| 1Y | -6.0% | +17.6% | -23.6% | -14.1% |
| 3Y | +14.5% | +70.5% | -56.0% | -14.3% |
| 5Y | +47.9% | +48.9% | -1.0% | +17.7% |
| All | +275.2% | +113.2% | +162.0% | +153.1% |
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