-65.6%
EL vs EVRG
+65.8%
-131.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | +10.8% | +7.5% | +3.3% | +7.5% |
| 3M | +26.5% | +6.8% | +19.6% | +22.9% |
| 6M | +31.1% | +7.7% | +23.4% | +26.7% |
| YTD | +6.6% | +24.9% | -18.2% | -4.3% |
| 1Y | +21.8% | +18.1% | +3.7% | +12.2% |
| 3Y | +1.8% | +101.9% | -100.1% | -29.2% |
| 5Y | -65.6% | +67.0% | -132.6% | -73.4% |
| All | -65.6% | +65.8% | -131.4% | -73.4% |
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 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