+105.0%
ED vs EVRG
+113.2%
-8.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.4% |
| 30D | +0.1% | 0.0% | +0.1% | +0.1% |
| 3M | 0.0% | -1.0% | +1.0% | +0.6% |
| 6M | -2.5% | +1.0% | -3.5% | -3.2% |
| YTD | +10.1% | +15.1% | -5.0% | +0.2% |
| 1Y | +13.6% | +17.6% | -4.0% | +1.9% |
| 3Y | +32.4% | +70.5% | -38.0% | -7.3% |
| 5Y | +69.9% | +48.9% | +21.0% | +29.4% |
| All | +105.0% | +113.2% | -8.3% | +18.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling