+490.0%
EAT vs EVRG
+103.1%
+386.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -8.9% | +2.5% | -11.4% | -9.6% |
| 30D | +3.4% | +8.4% | -5.0% | +1.1% |
| 3M | -9.3% | +8.6% | -17.9% | -11.5% |
| 6M | +43.8% | +7.7% | +36.1% | +40.4% |
| YTD | +39.9% | +25.0% | +14.9% | +28.2% |
| 1Y | +89.7% | +18.7% | +71.0% | +77.7% |
| All | +490.0% | +103.1% | +386.9% | +328.2% |
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