-10.4%
DOW vs EVRG
+93.7%
-104.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | 0.0% |
| 7D | -2.9% | +0.9% | -3.8% | -3.4% |
| 30D | +2.0% | -0.5% | +2.5% | +2.1% |
| 3M | -12.5% | +1.5% | -14.0% | -13.4% |
| 6M | -9.2% | +1.2% | -10.4% | -10.3% |
| YTD | +30.8% | +16.3% | +14.4% | +20.0% |
| 1Y | +29.4% | +20.3% | +9.1% | +16.3% |
| 3Y | -34.6% | +72.3% | -106.9% | -52.3% |
| 5Y | -35.9% | +46.7% | -82.6% | -49.8% |
| All | -10.4% | +93.7% | -104.2% | -21.1% |
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