+146.4%
ED vs EVRG
+124.6%
+21.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.0% |
| 7D | +2.1% | +1.4% | +0.6% | +1.1% |
| 30D | +10.4% | +7.4% | +3.0% | +5.3% |
| 3M | +12.5% | +7.2% | +5.3% | +7.5% |
| 6M | +14.9% | +9.5% | +5.4% | +8.3% |
| YTD | +24.8% | +25.6% | -0.7% | +7.3% |
| 1Y | +23.8% | +20.4% | +3.5% | +9.5% |
| 3Y | +51.6% | +108.8% | -57.2% | -6.9% |
| 5Y | +86.4% | +68.0% | +18.5% | +31.4% |
| All | +146.4% | +124.6% | +21.8% | +36.5% |
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