+1,058.2%
EIX vs EVRG
+2,068.9%
-1,010.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -19.1% | +1.1% | -20.2% | -19.6% |
| 30D | -16.9% | -1.0% | -15.9% | -16.4% |
| 3M | -20.0% | +0.4% | -20.4% | -20.1% |
| 6M | -21.3% | -0.8% | -20.5% | -20.8% |
| YTD | -1.7% | +15.3% | -17.0% | -9.1% |
| 1Y | +9.6% | +17.9% | -8.3% | 0.0% |
| 3Y | -3.7% | +71.9% | -75.6% | -29.0% |
| 5Y | +22.6% | +45.3% | -22.6% | -0.7% |
| 10Y | +17.7% | +113.1% | -95.4% | -23.7% |
| All | +1,058.2% | +2,068.9% | -1,010.7% | +172.6% |
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 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