+851.5%
DE vs EVRG
+113.9%
+737.5%
-37.9%
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 | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +9.0% | -1.2% | +10.3% | +9.4% |
| 3M | +19.1% | -0.6% | +19.8% | +19.2% |
| 6M | +14.4% | +2.4% | +11.9% | +13.1% |
| YTD | +45.9% | +15.5% | +30.5% | +37.6% |
| 1Y | +43.6% | +16.8% | +26.8% | +34.5% |
| 3Y | +75.9% | +75.0% | +0.9% | +39.1% |
| 5Y | +98.8% | +49.3% | +49.4% | +65.5% |
| All | +851.5% | +113.9% | +737.5% | +574.7% |
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