-35.8%
EFX vs EVRG
+48.0%
-83.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.1% | -1.2% | -4.9% | -5.6% |
| 3M | +6.2% | -0.6% | +6.8% | +6.6% |
| 6M | -11.2% | +2.4% | -13.6% | -12.4% |
| YTD | -21.4% | +15.5% | -36.9% | -27.3% |
| 1Y | -34.3% | +16.8% | -51.1% | -39.7% |
| 3Y | -12.5% | +75.0% | -87.5% | -35.3% |
| All | -35.8% | +48.0% | -83.8% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling