-84.8%
EOSE vs EVRG
+15.1%
-99.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.9% | +11.7% | +13.4% |
| 7D | +9.7% | +2.3% | +7.4% | +11.9% |
| 30D | -34.6% | +9.0% | -43.6% | -29.5% |
| 3M | -50.8% | +3.7% | -54.5% | -48.8% |
| 6M | -66.5% | +6.8% | -73.3% | -64.5% |
| YTD | -81.3% | +21.9% | -103.3% | -81.9% |
| 1Y | -84.8% | +15.8% | -100.6% | -83.7% |
| All | -84.8% | +15.1% | -99.9% | -83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling