+128.5%
EEM vs EVRG
+113.9%
+14.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +2.1% | -1.2% | +3.3% | +2.3% |
| 3M | +1.0% | -0.6% | +1.6% | +1.0% |
| 6M | +15.9% | +2.4% | +13.5% | +14.8% |
| YTD | +24.6% | +15.5% | +9.2% | +19.6% |
| 1Y | +32.3% | +16.8% | +15.5% | +26.5% |
| 3Y | +85.9% | +75.0% | +10.9% | +59.0% |
| 5Y | +45.4% | +49.3% | -4.0% | +28.4% |
| All | +128.5% | +113.9% | +14.6% | +83.6% |
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 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