+393.0%
EFA vs EVRG
+1,239.2%
-846.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | -0.7% | -0.5% | -0.2% | -0.6% |
| 3M | +6.4% | +1.5% | +4.9% | +5.5% |
| 6M | +11.4% | +1.2% | +10.2% | +10.4% |
| YTD | +14.0% | +16.3% | -2.3% | +6.3% |
| 1Y | +20.2% | +20.3% | 0.0% | +10.4% |
| 3Y | +68.2% | +72.3% | -4.1% | +31.0% |
| 5Y | +54.8% | +46.7% | +8.1% | +27.4% |
| 10Y | +142.4% | +113.8% | +28.6% | +57.9% |
| All | +393.0% | +1,239.2% | -846.2% | +48.9% |
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