-60.8%
EOSE vs EVRG
+84.3%
-145.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -6.8% | -1.2% | -5.6% | -6.6% |
| 3M | -36.3% | -0.6% | -35.7% | -36.7% |
| 6M | -38.8% | +2.4% | -41.2% | -40.3% |
| YTD | -65.5% | +15.5% | -81.0% | -68.8% |
| 1Y | -45.3% | +16.8% | -62.1% | -50.6% |
| 3Y | +44.2% | +75.0% | -30.8% | +6.5% |
| 5Y | -69.5% | +49.3% | -118.8% | -76.8% |
| All | -60.8% | +84.3% | -145.1% | -61.2% |
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 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