-25.6%
AR vs EVRG
+363.5%
-389.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.4% | +1.0% | +5.4% | +6.1% |
| 30D | +3.1% | +7.5% | -4.4% | +0.6% |
| 3M | +3.3% | +6.8% | -3.5% | +0.9% |
| 6M | +6.6% | +7.7% | -1.2% | +3.5% |
| YTD | +12.3% | +24.9% | -12.5% | +3.4% |
| 1Y | +12.3% | +18.1% | -5.8% | +5.4% |
| 3Y | +50.4% | +101.9% | -51.5% | +16.3% |
| 5Y | +101.0% | +67.0% | +34.0% | +66.1% |
| 10Y | +57.5% | +123.3% | -65.8% | +18.5% |
| All | -25.6% | +363.5% | -389.1% | -41.7% |
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