+106.4%
ED vs EVRG
+112.9%
-6.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | -0.2% | +0.6% | -0.7% | -0.5% |
| 30D | +1.9% | -0.2% | +2.2% | +2.1% |
| 3M | +1.9% | -0.5% | +2.3% | +2.2% |
| 6M | -2.3% | +0.2% | -2.4% | -2.4% |
| YTD | +10.9% | +14.9% | -4.0% | +1.0% |
| 1Y | +14.5% | +18.2% | -3.7% | +2.3% |
| 3Y | +33.4% | +70.2% | -36.8% | -6.5% |
| 5Y | +67.3% | +45.3% | +21.9% | +29.3% |
| All | +106.4% | +112.9% | -6.4% | +19.0% |
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 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