+854.3%
EEM vs EVRG
+1,603.2%
-748.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +2.3% | +1.1% | +1.2% | +1.7% |
| 30D | +4.5% | -1.0% | +5.5% | +5.0% |
| 3M | -0.1% | +0.4% | -0.5% | -0.9% |
| 6M | +16.9% | -0.8% | +17.8% | +16.4% |
| YTD | +26.2% | +15.3% | +10.9% | +14.8% |
| 1Y | +40.5% | +17.9% | +22.6% | +25.9% |
| 3Y | +86.2% | +71.9% | +14.3% | +30.4% |
| 5Y | +45.5% | +45.3% | +0.2% | +9.2% |
| 10Y | +128.6% | +113.1% | +15.6% | +12.7% |
| All | +854.3% | +1,603.2% | -748.9% | +5.8% |
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