+358.0%
ALL vs EVRG
+113.2%
+244.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.3% | -0.7% | -3.6% | -4.0% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | +13.2% | -1.0% | +14.2% | +13.6% |
| 6M | +22.5% | +1.0% | +21.5% | +21.7% |
| YTD | +22.7% | +15.1% | +7.6% | +14.9% |
| 1Y | +28.3% | +17.6% | +10.7% | +18.8% |
| 3Y | +152.0% | +70.5% | +81.6% | +97.7% |
| 5Y | +115.4% | +48.9% | +66.6% | +77.6% |
| All | +358.0% | +113.2% | +244.8% | +240.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling