+3,912.1%
EMR vs EVRG
+2,068.9%
+1,843.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -1.5% | +1.1% | -2.6% | -2.0% |
| 30D | -5.6% | -1.0% | -4.6% | -5.3% |
| 3M | +7.9% | +0.4% | +7.5% | +7.5% |
| 6M | +6.0% | -0.8% | +6.9% | +5.9% |
| YTD | +16.4% | +15.3% | +1.1% | +9.4% |
| 1Y | +16.6% | +17.9% | -1.3% | +8.5% |
| 3Y | +62.9% | +71.9% | -9.1% | +28.9% |
| 5Y | +60.1% | +45.3% | +14.8% | +34.5% |
| 10Y | +268.7% | +113.1% | +155.7% | +157.0% |
| All | +3,912.1% | +2,068.9% | +1,843.1% | +1,052.2% |
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