+49.5%
ELF vs EVRG
+19.8%
+29.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.2% | +2.9% |
| 7D | +7.8% | +1.7% | +6.2% | +8.3% |
| 30D | +9.3% | +8.7% | +0.6% | +11.7% |
| 3M | +21.2% | +6.4% | +14.8% | +23.3% |
| 6M | +96.1% | +9.4% | +86.7% | +101.7% |
| YTD | +57.0% | +24.5% | +32.5% | +59.4% |
| All | +49.5% | +19.8% | +29.7% | +55.8% |
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