+263.6%
EMR vs EVRG
+113.2%
+150.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -9.4% | 0.0% | -9.4% | -9.5% |
| 3M | +8.6% | -1.0% | +9.5% | +8.7% |
| 6M | +6.7% | +1.0% | +5.7% | +5.8% |
| YTD | +13.1% | +15.1% | -2.0% | +6.2% |
| 1Y | +12.7% | +17.6% | -4.8% | +4.9% |
| 3Y | +58.1% | +70.5% | -12.4% | +24.8% |
| 5Y | +63.6% | +48.9% | +14.8% | +35.7% |
| All | +263.6% | +113.2% | +150.4% | +169.5% |
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 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