+16.7%
BABA vs EVRG
+114.7%
-98.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | -12.3% | -0.5% | -11.7% | -12.2% |
| 3M | -5.3% | +1.5% | -6.8% | -5.6% |
| 6M | -13.1% | +1.2% | -14.2% | -13.4% |
| YTD | -22.4% | +16.3% | -38.8% | -24.3% |
| 1Y | -19.5% | +20.3% | -39.7% | -21.8% |
| 3Y | +32.9% | +72.3% | -39.4% | +22.3% |
| 5Y | -29.9% | +46.7% | -76.6% | -34.5% |
| 10Y | +16.7% | +113.8% | -97.1% | +0.4% |
| All | +16.7% | +114.7% | -98.0% | +0.4% |
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