+125.6%
EMB vs EVRG
+641.5%
-515.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | +0.4% | +7.4% | -7.0% | -0.5% |
| 3M | -3.1% | +7.2% | -10.3% | -4.0% |
| 6M | -2.1% | +9.5% | -11.5% | -3.2% |
| YTD | -1.1% | +25.6% | -26.7% | -4.0% |
| 1Y | -0.1% | +20.4% | -20.4% | -2.5% |
| 3Y | +29.6% | +108.8% | -79.2% | +17.9% |
| 5Y | +7.2% | +68.0% | -60.8% | -0.3% |
| 10Y | +35.5% | +124.6% | -89.1% | +20.8% |
| All | +125.6% | +641.5% | -515.9% | +74.9% |
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