+803.7%
B vs EVRG
+2,068.9%
-1,265.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +9.4% | -1.0% | +10.4% | +9.7% |
| 3M | +5.0% | +0.4% | +4.6% | +4.8% |
| 6M | -3.5% | -0.8% | -2.7% | -3.5% |
| YTD | +4.5% | +15.3% | -10.9% | +1.2% |
| 1Y | +67.8% | +17.9% | +49.9% | +61.8% |
| 3Y | +196.7% | +71.9% | +124.8% | +164.4% |
| 5Y | +151.9% | +45.3% | +106.7% | +131.3% |
| 10Y | +202.2% | +113.1% | +89.1% | +151.0% |
| All | +803.7% | +2,068.9% | -1,265.2% | +497.7% |
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