+10,204.8%
EAT vs EVRG
+2,240.5%
+7,964.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -3.9% | +1.7% | -5.6% | -4.5% |
| 30D | +5.0% | +8.7% | -3.7% | +1.7% |
| 3M | -9.6% | +6.4% | -16.0% | -11.8% |
| 6M | +46.8% | +9.4% | +37.4% | +41.4% |
| YTD | +41.8% | +24.5% | +17.4% | +29.7% |
| 1Y | +98.3% | +20.5% | +77.8% | +83.6% |
| 3Y | +503.1% | +101.6% | +401.5% | +357.6% |
| 5Y | +356.7% | +67.5% | +289.2% | +267.5% |
| 10Y | +349.8% | +122.3% | +227.5% | +230.2% |
| All | +10,204.8% | +2,240.5% | +7,964.3% | +3,583.4% |
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