+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 all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +0.4% | +1.1% | -0.7% | -0.1% |
| 30D | -3.6% | -1.0% | -2.5% | -3.1% |
| 3M | -1.0% | +0.4% | -1.4% | -1.2% |
| 6M | +6.3% | -0.8% | +7.1% | +6.8% |
| YTD | +14.7% | +15.3% | -0.6% | +6.6% |
| 1Y | +16.9% | +17.9% | -0.9% | +7.5% |
| 3Y | +56.8% | +71.9% | -15.1% | +19.6% |
| 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 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