+753.6%
B vs EVRG
+2,240.5%
-1,486.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +11.3% | +1.7% | +9.7% | +11.0% |
| 30D | +2.9% | +8.7% | -5.7% | +1.1% |
| 3M | -2.9% | +6.4% | -9.3% | -4.2% |
| 6M | -1.2% | +9.4% | -10.6% | -3.2% |
| YTD | -1.3% | +24.5% | -25.8% | -6.0% |
| 1Y | +30.4% | +20.5% | +10.0% | +25.1% |
| 3Y | +195.3% | +101.6% | +93.7% | +154.7% |
| 5Y | +146.2% | +67.5% | +78.8% | +119.6% |
| 10Y | +200.5% | +122.3% | +78.1% | +147.0% |
| All | +753.6% | +2,240.5% | -1,486.8% | +455.2% |
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