+2,385.0%
ELV vs EVRG
+1,366.6%
+1,018.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.7% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | +2.0% | -0.5% | +2.5% | +2.2% |
| 3M | -3.5% | +1.5% | -5.0% | -4.1% |
| 6M | +40.2% | +1.2% | +39.0% | +39.2% |
| YTD | +15.8% | +16.3% | -0.5% | +8.6% |
| 1Y | +33.2% | +20.3% | +12.9% | +23.2% |
| 3Y | -6.2% | +72.3% | -78.5% | -25.5% |
| 5Y | +16.4% | +46.7% | -30.3% | -2.3% |
| 10Y | +259.8% | +113.8% | +146.0% | +157.8% |
| All | +2,385.0% | +1,366.6% | +1,018.4% | +1,023.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling