-30.2%
EL vs EVRG
+72.7%
-102.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.3% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | +15.5% | -0.5% | +16.0% | +15.6% |
| 3M | +20.6% | +1.5% | +19.0% | +19.6% |
| 6M | +10.5% | +1.2% | +9.3% | +9.7% |
| YTD | -1.9% | +16.3% | -18.2% | -8.3% |
| 1Y | +16.1% | +20.3% | -4.2% | +6.7% |
| 3Y | -30.2% | +72.3% | -102.5% | -47.4% |
| All | -30.2% | +72.7% | -102.9% | -47.4% |
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