+2,363.0%
D vs EVRG
+2,252.5%
+110.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | +2.4% | +3.5% | -1.1% | +0.6% |
| 30D | +10.9% | +9.2% | +1.7% | +6.0% |
| 3M | +2.8% | +8.6% | -5.8% | -1.4% |
| 6M | +12.7% | +10.0% | +2.7% | +7.4% |
| YTD | +20.3% | +25.1% | -4.8% | +7.3% |
| 1Y | +17.1% | +19.5% | -2.4% | +6.9% |
| 3Y | +75.1% | +102.3% | -27.1% | +23.0% |
| 5Y | +13.1% | +66.8% | -53.7% | -12.3% |
| 10Y | +48.3% | +125.0% | -76.8% | -1.0% |
| All | +2,363.0% | +2,252.5% | +110.6% | +570.5% |
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