+1,344.7%
EME vs EVRG
+113.9%
+1,230.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -6.3% | -1.2% | -5.1% | -5.9% |
| 3M | -3.8% | -0.6% | -3.1% | -3.8% |
| 6M | +8.5% | +2.4% | +6.1% | +7.1% |
| YTD | +27.8% | +15.5% | +12.4% | +20.8% |
| 1Y | +22.2% | +16.8% | +5.4% | +14.8% |
| 3Y | +253.5% | +75.0% | +178.5% | +181.3% |
| 5Y | +578.6% | +49.3% | +529.3% | +470.1% |
| All | +1,344.7% | +113.9% | +1,230.8% | +1,023.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling