+925.5%
DD vs EVRG
+2,087.5%
-1,162.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | -7.4% | -0.5% | -6.9% | -7.3% |
| 3M | -6.4% | +1.5% | -7.9% | -7.2% |
| 6M | -2.5% | +1.2% | -3.6% | -3.3% |
| YTD | +10.2% | +16.3% | -6.1% | +2.9% |
| 1Y | +36.9% | +20.3% | +16.7% | +25.9% |
| 3Y | +47.0% | +72.3% | -25.3% | +15.4% |
| 5Y | +63.1% | +46.7% | +16.5% | +35.6% |
| 10Y | +68.2% | +113.8% | -45.6% | +15.1% |
| All | +925.5% | +2,087.5% | -1,162.1% | +174.8% |
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