+312.6%
EAT vs EVRG
+44.9%
+267.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -6.8% | +0.6% | -7.3% | -7.0% |
| 30D | -5.4% | -0.2% | -5.1% | -5.3% |
| 3M | +42.8% | -0.5% | +43.2% | +42.6% |
| 6M | +56.5% | +0.2% | +56.3% | +55.8% |
| YTD | +50.0% | +14.9% | +35.1% | +40.9% |
| 1Y | +38.3% | +18.2% | +20.1% | +28.2% |
| 3Y | +591.6% | +70.2% | +521.5% | +450.0% |
| 5Y | +312.6% | +45.3% | +267.3% | +244.3% |
| All | +312.6% | +44.9% | +267.7% | +244.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling