+664.2%
B vs EVRG
+2,247.9%
-1,583.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | +1.0% | -7.2% | -6.4% |
| 30D | -6.6% | +7.5% | -14.1% | -8.1% |
| 3M | -7.9% | +6.8% | -14.7% | -9.2% |
| 6M | -16.8% | +7.7% | -24.5% | -18.2% |
| YTD | -11.7% | +24.9% | -36.5% | -15.9% |
| 1Y | +3.5% | +18.1% | -14.6% | -0.3% |
| 3Y | +165.7% | +101.9% | +63.8% | +129.1% |
| 5Y | +108.4% | +67.0% | +41.4% | +86.0% |
| 10Y | +212.7% | +123.3% | +89.3% | +156.8% |
| All | +664.2% | +2,247.9% | -1,583.7% | +396.7% |
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