-13.0%
EFX vs EVRG
+72.0%
-85.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -11.1% | -0.7% | -10.4% | -10.9% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | +1.5% | -1.0% | +2.4% | +2.0% |
| 6M | -13.7% | +1.0% | -14.7% | -14.1% |
| YTD | -21.9% | +15.1% | -36.9% | -27.1% |
| 1Y | -30.8% | +17.6% | -48.4% | -36.2% |
| All | -13.0% | +72.0% | -85.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling