+2,271.9%
D vs EVRG
+2,068.9%
+203.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +1.5% | +1.1% | +0.4% | +0.9% |
| 30D | -2.6% | -1.0% | -1.6% | -2.1% |
| 3M | 0.0% | +0.4% | -0.4% | -0.2% |
| 6M | +7.4% | -0.8% | +8.2% | +7.9% |
| YTD | +15.9% | +15.3% | +0.5% | +7.7% |
| 1Y | +18.1% | +17.9% | +0.2% | +8.5% |
| 3Y | +58.4% | +71.9% | -13.5% | +20.8% |
| 5Y | +5.2% | +45.3% | -40.1% | -12.6% |
| 10Y | +35.9% | +113.1% | -77.2% | -6.5% |
| All | +2,271.9% | +2,068.9% | +203.0% | +573.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling