+62,321.5%
EME vs EVRG
+1,232.8%
+61,088.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.2% |
| 7D | +5.2% | +0.9% | +4.3% | +4.8% |
| 30D | -5.4% | -0.5% | -4.8% | -5.1% |
| 3M | -6.1% | +1.5% | -7.6% | -6.9% |
| 6M | +9.7% | +1.2% | +8.5% | +8.6% |
| YTD | +26.6% | +16.3% | +10.3% | +18.2% |
| 1Y | +24.6% | +20.3% | +4.4% | +14.5% |
| 3Y | +249.6% | +72.3% | +177.3% | +171.9% |
| 5Y | +556.6% | +46.7% | +509.9% | +441.3% |
| 10Y | +1,286.6% | +113.8% | +1,172.8% | +834.9% |
| All | +62,321.5% | +1,232.8% | +61,088.7% | +27,065.0% |
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