+227.2%
B vs EVRG
+123.5%
+103.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | +2.5% | -5.1% | -3.3% |
| 30D | -4.3% | +8.4% | -12.7% | -6.5% |
| 3M | -2.3% | +8.6% | -10.9% | -4.6% |
| 6M | -16.2% | +7.7% | -23.9% | -18.1% |
| YTD | -8.8% | +25.0% | -33.8% | -14.4% |
| 1Y | +11.4% | +18.7% | -7.4% | +6.0% |
| 3Y | +174.3% | +102.1% | +72.2% | +128.3% |
| 5Y | +116.2% | +66.8% | +49.3% | +87.4% |
| All | +227.2% | +123.5% | +103.7% | +173.0% |
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