-34.4%
DOW vs EVRG
+72.0%
-106.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -4.1% | 0.0% | -4.1% | -4.1% |
| 3M | -12.4% | -1.0% | -11.5% | -12.3% |
| 6M | -10.6% | +1.0% | -11.6% | -11.1% |
| YTD | +31.1% | +15.1% | +16.0% | +25.4% |
| 1Y | +30.5% | +17.6% | +12.9% | +23.6% |
| All | -34.4% | +72.0% | -106.3% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling