+131.7%
EMB vs EVRG
+581.1%
-449.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -0.3% | -1.0% | +0.7% | -0.2% |
| 3M | -0.4% | +0.4% | -0.8% | -0.5% |
| 6M | +0.1% | -0.8% | +1.0% | +0.1% |
| YTD | +1.6% | +15.3% | -13.8% | -0.3% |
| 1Y | +5.6% | +17.9% | -12.3% | +3.3% |
| 3Y | +29.8% | +71.9% | -42.1% | +20.9% |
| 5Y | +7.3% | +45.3% | -38.0% | +1.5% |
| 10Y | +30.4% | +113.1% | -82.6% | +17.1% |
| All | +131.7% | +581.1% | -449.4% | +81.5% |
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 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