+14.9%
BABA vs EVRG
+288.7%
-273.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.6% | +2.5% | -6.1% | -3.9% |
| 30D | -8.4% | +8.4% | -16.8% | -9.3% |
| 3M | -20.6% | +8.6% | -29.2% | -21.4% |
| 6M | -25.4% | +7.7% | -33.0% | -26.2% |
| YTD | -30.1% | +25.0% | -55.1% | -32.4% |
| 1Y | -36.3% | +18.7% | -55.0% | -37.9% |
| 3Y | +30.4% | +102.1% | -71.7% | +17.4% |
| 5Y | -35.7% | +66.8% | -102.6% | -40.9% |
| 10Y | +16.0% | +123.5% | -107.5% | +0.7% |
| All | +14.9% | +288.7% | -273.8% | -7.3% |
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