+15.3%
D vs EVRG
+19.4%
-4.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | -2.1% | -0.2% | -1.8% | -2.0% |
| 3M | -0.7% | -0.5% | -0.3% | -0.7% |
| 6M | +5.6% | +0.2% | +5.4% | +4.9% |
| YTD | +14.6% | +14.9% | -0.3% | +2.3% |
| 1Y | +15.3% | +18.2% | -2.9% | +0.2% |
| All | +15.3% | +19.4% | -4.0% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling