+49.1%
D vs EVRG
+124.6%
-75.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | -0.2% |
| 7D | -1.4% | +1.4% | -2.8% | -2.4% |
| 30D | +7.7% | +7.4% | +0.4% | +2.3% |
| 3M | -0.3% | +7.2% | -7.5% | -5.2% |
| 6M | +10.1% | +9.5% | +0.6% | +3.0% |
| YTD | +19.1% | +25.6% | -6.5% | +0.7% |
| 1Y | +15.9% | +20.3% | -4.4% | +1.1% |
| 3Y | +75.0% | +108.8% | -33.8% | +3.0% |
| 5Y | +13.4% | +67.9% | -54.6% | -22.5% |
| All | +49.1% | +124.6% | -75.5% | -17.6% |
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