-68.4%
EL vs EVRG
+44.9%
-113.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.4% |
| 7D | -2.4% | +0.6% | -2.9% | -2.6% |
| 30D | +13.7% | -0.2% | +13.9% | +13.6% |
| 3M | +14.5% | -0.5% | +14.9% | +14.4% |
| 6M | +7.4% | +0.2% | +7.2% | +6.7% |
| YTD | -4.7% | +14.9% | -19.6% | -11.4% |
| 1Y | +12.9% | +18.2% | -5.3% | +3.4% |
| 3Y | -32.2% | +70.2% | -102.4% | -48.7% |
| 5Y | -68.4% | +45.3% | -113.7% | -74.7% |
| All | -68.4% | +44.9% | -113.3% | -74.7% |
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