+998.2%
C vs EVRG
+2,228.5%
-1,230.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -2.4% | +1.9% | -4.3% | -3.4% |
| 30D | -6.0% | +9.0% | -15.0% | -10.2% |
| 3M | -10.5% | +6.3% | -16.9% | -13.6% |
| 6M | -5.7% | +9.9% | -15.6% | -10.7% |
| YTD | +4.1% | +23.8% | -19.7% | -8.0% |
| 1Y | +20.5% | +19.9% | +0.6% | +8.2% |
| 3Y | +208.1% | +94.3% | +113.9% | +111.9% |
| 5Y | +110.4% | +64.6% | +45.8% | +54.8% |
| 10Y | +234.6% | +121.7% | +112.9% | +102.4% |
| All | +998.2% | +2,228.5% | -1,230.3% | +126.6% |
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 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