+364.2%
ELF vs EVRG
+122.0%
+242.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.2% | +2.6% |
| 7D | +7.8% | +1.7% | +6.2% | +7.2% |
| 30D | +9.3% | +8.7% | +0.6% | +6.0% |
| 3M | +21.2% | +6.4% | +14.8% | +18.3% |
| 6M | +96.1% | +9.4% | +86.7% | +89.1% |
| YTD | +57.0% | +24.5% | +32.5% | +43.6% |
| 1Y | +61.9% | +20.5% | +41.4% | +49.9% |
| 3Y | +20.0% | +101.6% | -81.6% | -9.6% |
| 5Y | +284.8% | +67.5% | +217.3% | +207.9% |
| 10Y | +364.2% | +122.3% | +241.9% | +257.4% |
| All | +364.2% | +122.0% | +242.2% | +257.4% |
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 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