+294.7%
C vs EVRG
+111.7%
+182.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | +1.9% | -0.2% | +2.1% | +2.0% |
| 3M | +2.8% | -0.5% | +3.3% | +2.7% |
| 6M | +30.6% | +0.2% | +30.4% | +29.8% |
| YTD | +19.9% | +14.9% | +5.0% | +11.1% |
| 1Y | +44.6% | +18.2% | +26.3% | +31.9% |
| 3Y | +272.1% | +70.2% | +202.0% | +180.2% |
| 5Y | +132.0% | +45.3% | +86.6% | +86.0% |
| 10Y | +294.7% | +112.4% | +182.2% | +198.6% |
| All | +294.7% | +111.7% | +182.9% | +198.6% |
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