+1,027.9%
C vs EVRG
+2,252.5%
-1,224.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.4% | +3.5% | -3.9% | -2.2% |
| 30D | -5.2% | +9.2% | -14.4% | -9.5% |
| 3M | -9.1% | +8.6% | -17.7% | -13.1% |
| 6M | -1.6% | +10.0% | -11.5% | -6.9% |
| YTD | +6.9% | +25.1% | -18.1% | -6.0% |
| 1Y | +23.0% | +19.5% | +3.4% | +10.6% |
| 3Y | +216.1% | +102.3% | +113.9% | +112.8% |
| 5Y | +112.2% | +66.8% | +45.4% | +55.1% |
| 10Y | +208.8% | +125.0% | +83.8% | +85.4% |
| All | +1,027.9% | +2,252.5% | -1,224.5% | +131.5% |
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