+24.4%
EL vs EVRG
+113.9%
-89.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +11.1% | -1.2% | +12.4% | +11.6% |
| 3M | +10.7% | -0.6% | +11.3% | +10.7% |
| 6M | +6.9% | +2.4% | +4.4% | +5.2% |
| YTD | -6.3% | +15.5% | -21.7% | -12.6% |
| 1Y | +13.5% | +16.8% | -3.4% | +5.2% |
| 3Y | -33.1% | +75.0% | -108.1% | -48.4% |
| 5Y | -68.8% | +49.3% | -118.1% | -74.4% |
| All | +24.4% | +113.9% | -89.6% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling