+293.6%
ELF vs EVRG
+109.2%
+184.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.7% | -5.2% |
| 7D | -1.2% | +0.9% | -2.0% | -1.5% |
| 30D | +5.9% | -0.5% | +6.5% | +6.0% |
| 3M | +99.5% | +1.5% | +98.0% | +98.2% |
| 6M | +26.5% | +1.2% | +25.4% | +25.4% |
| YTD | +37.2% | +16.3% | +20.8% | +28.6% |
| 1Y | -24.4% | +20.3% | -44.7% | -29.9% |
| 3Y | -23.3% | +72.3% | -95.6% | -38.8% |
| 5Y | +245.2% | +46.7% | +198.5% | +190.8% |
| All | +293.6% | +109.2% | +184.4% | +207.3% |
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