-12.1%
DOW vs EVRG
+92.3%
-104.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.9% | -1.2% | -2.7% | -3.4% |
| 3M | -12.7% | -0.6% | -12.1% | -12.6% |
| 6M | -13.7% | +2.4% | -16.1% | -15.3% |
| YTD | +28.4% | +15.5% | +12.9% | +18.2% |
| 1Y | +21.8% | +16.8% | +4.9% | +11.1% |
| 3Y | -35.7% | +75.0% | -110.7% | -53.6% |
| 5Y | -36.8% | +49.3% | -86.2% | -51.1% |
| All | -12.1% | +92.3% | -104.3% | -22.3% |
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 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