+1,100.9%
DD vs EVRG
+2,261.5%
-1,160.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +5.0% | +1.4% | +3.5% | +4.4% |
| 30D | +19.7% | +7.4% | +12.3% | +16.1% |
| 3M | +7.2% | +7.2% | 0.0% | +3.9% |
| 6M | +1.0% | +9.5% | -8.4% | -3.1% |
| YTD | +29.1% | +25.6% | +3.5% | +16.6% |
| 1Y | +28.5% | +20.4% | +8.1% | +18.1% |
| 3Y | +89.4% | +108.8% | -19.4% | +37.4% |
| 5Y | +67.1% | +68.0% | -0.8% | +31.2% |
| 10Y | +97.5% | +124.6% | -27.1% | +32.3% |
| All | +1,100.9% | +2,261.5% | -1,160.6% | +211.3% |
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