+11,573.1%
COST vs EVRG
+2,060.4%
+9,512.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -2.8% | +0.6% | -3.3% | -3.0% |
| 30D | -5.3% | -0.2% | -5.0% | -5.2% |
| 3M | -6.7% | -0.5% | -6.2% | -6.6% |
| 6M | -9.9% | +0.2% | -10.1% | -10.1% |
| YTD | +5.1% | +14.9% | -9.8% | +0.8% |
| 1Y | -7.3% | +18.2% | -25.5% | -11.9% |
| 3Y | +70.4% | +70.2% | +0.2% | +44.4% |
| 5Y | +104.4% | +45.3% | +59.1% | +80.8% |
| 10Y | +609.0% | +112.4% | +496.6% | +443.6% |
| All | +11,573.1% | +2,060.4% | +9,512.7% | +4,147.3% |
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