+2,463.3%
ED vs EVRG
+2,249.8%
+213.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.9% | +2.5% | -3.4% | -2.1% |
| 30D | +11.2% | +8.4% | +2.8% | +7.1% |
| 3M | +11.8% | +8.6% | +3.2% | +7.6% |
| 6M | +14.1% | +7.7% | +6.4% | +10.3% |
| YTD | +23.0% | +25.0% | -2.0% | +10.8% |
| 1Y | +23.7% | +18.7% | +4.9% | +14.1% |
| 3Y | +47.7% | +102.1% | -54.3% | +6.5% |
| 5Y | +82.6% | +66.8% | +15.8% | +43.9% |
| 10Y | +141.8% | +123.5% | +18.3% | +65.5% |
| All | +2,463.3% | +2,249.8% | +213.5% | +578.6% |
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