+842.6%
ASX vs EVRG
+122.0%
+720.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.5% |
| 7D | -12.3% | +1.7% | -13.9% | -12.7% |
| 30D | -26.0% | +8.7% | -34.7% | -27.7% |
| 3M | -8.1% | +6.4% | -14.5% | -9.7% |
| 6M | +1.4% | +9.4% | -8.0% | -1.4% |
| YTD | +115.6% | +24.5% | +91.1% | +101.9% |
| 1Y | +128.0% | +20.5% | +107.6% | +115.4% |
| 3Y | +371.4% | +101.6% | +269.8% | +276.8% |
| 5Y | +469.4% | +67.5% | +402.0% | +378.1% |
| 10Y | +842.6% | +122.3% | +720.3% | +620.0% |
| All | +842.6% | +122.0% | +720.7% | +620.0% |
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 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