+367.4%
EAT vs EVRG
+113.9%
+253.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -13.6% | -1.2% | -12.4% | -13.2% |
| 3M | +33.9% | -0.6% | +34.5% | +33.9% |
| 6M | +47.2% | +2.4% | +44.8% | +44.6% |
| YTD | +48.1% | +15.5% | +32.6% | +36.0% |
| 1Y | +33.7% | +16.8% | +16.9% | +21.9% |
| 3Y | +595.8% | +75.0% | +520.8% | +405.9% |
| 5Y | +314.4% | +49.3% | +265.0% | +222.3% |
| All | +367.4% | +113.9% | +253.5% | +261.3% |
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