-18.0%
ELF vs EVRG
+17.4%
-35.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | +5.4% | +1.1% | +4.2% | +5.4% |
| 30D | +27.0% | -1.0% | +28.0% | +26.9% |
| 3M | +113.2% | +0.4% | +112.8% | +112.6% |
| 6M | +36.6% | -0.8% | +37.4% | +37.0% |
| YTD | +44.2% | +15.3% | +28.9% | +34.3% |
| 1Y | -18.0% | +17.9% | -35.9% | -13.1% |
| All | -18.0% | +17.4% | -35.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling