+146.2%
B vs EVRG
+68.4%
+77.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +11.3% | +1.7% | +9.7% | +10.5% |
| 30D | +2.9% | +8.7% | -5.7% | -1.0% |
| 3M | -2.9% | +6.4% | -9.3% | -5.7% |
| 6M | -1.2% | +9.4% | -10.6% | -5.5% |
| YTD | -1.3% | +24.5% | -25.8% | -11.4% |
| 1Y | +30.4% | +20.5% | +10.0% | +19.0% |
| 3Y | +195.3% | +101.6% | +93.7% | +112.4% |
| 5Y | +146.2% | +67.5% | +78.8% | +96.0% |
| All | +146.2% | +68.4% | +77.8% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling