+280.4%
EMR vs EVRG
+124.6%
+155.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | +2.8% | +1.4% | +1.4% | +2.3% |
| 30D | +3.7% | +7.4% | -3.7% | +0.8% |
| 3M | +2.0% | +7.2% | -5.2% | -0.8% |
| 6M | +22.1% | +9.5% | +12.6% | +17.4% |
| YTD | +27.2% | +25.6% | +1.7% | +15.5% |
| 1Y | +32.0% | +20.4% | +11.7% | +21.8% |
| 3Y | +103.3% | +108.8% | -5.6% | +47.7% |
| 5Y | +88.2% | +68.0% | +20.3% | +48.7% |
| All | +280.4% | +124.6% | +155.8% | +175.1% |
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