-24.9%
ELF vs EVRG
+20.9%
-45.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.7% | -4.8% |
| 7D | -1.2% | +0.9% | -2.0% | -1.1% |
| 30D | +5.9% | -0.5% | +6.5% | +5.9% |
| 3M | +99.5% | +1.5% | +98.0% | +99.2% |
| 6M | +26.5% | +1.2% | +25.4% | +26.7% |
| YTD | +37.2% | +16.3% | +20.8% | +26.5% |
| All | -24.9% | +20.9% | -45.7% | -22.5% |
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