+66.9%
DD vs EVRG
+113.9%
-47.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -11.7% | -1.2% | -10.4% | -11.2% |
| 3M | -9.2% | -0.6% | -8.6% | -9.2% |
| 6M | -7.2% | +2.4% | -9.6% | -8.5% |
| YTD | +6.6% | +15.5% | -8.8% | -0.4% |
| 1Y | +32.0% | +16.8% | +15.2% | +22.5% |
| 3Y | +42.1% | +75.0% | -32.9% | +9.7% |
| 5Y | +58.1% | +49.3% | +8.7% | +29.6% |
| All | +66.9% | +113.9% | -47.1% | +19.2% |
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 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