+2,770.9%
AVGO vs EVRG
+113.9%
+2,657.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -13.0% | -1.2% | -11.8% | -12.8% |
| 3M | -6.0% | -0.6% | -5.4% | -6.1% |
| 6M | +6.4% | +2.4% | +3.9% | +4.9% |
| YTD | +5.0% | +15.5% | -10.5% | -0.6% |
| 1Y | +1.4% | +16.8% | -15.4% | -4.5% |
| 3Y | +336.8% | +75.0% | +261.8% | +249.2% |
| 5Y | +698.2% | +49.3% | +648.9% | +576.0% |
| All | +2,770.9% | +113.9% | +2,657.0% | +2,098.1% |
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