+2,358.4%
D vs EVRG
+2,240.5%
+117.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +0.8% | +1.7% | -0.9% | -0.1% |
| 30D | +10.7% | +8.7% | +2.0% | +6.1% |
| 3M | +2.3% | +6.4% | -4.1% | -0.9% |
| 6M | +12.5% | +9.4% | +3.1% | +7.5% |
| YTD | +20.1% | +24.5% | -4.4% | +7.4% |
| 1Y | +15.6% | +20.5% | -4.9% | +5.1% |
| 3Y | +75.2% | +101.6% | -26.4% | +23.2% |
| 5Y | +14.6% | +67.5% | -52.9% | -11.3% |
| 10Y | +43.8% | +122.3% | -78.6% | -3.5% |
| All | +2,358.4% | +2,240.5% | +117.9% | +571.0% |
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 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