+44.2%
EOSE vs EVRG
+72.5%
-28.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -6.8% | -1.2% | -5.6% | -6.5% |
| 3M | -36.3% | -0.6% | -35.7% | -36.9% |
| 6M | -38.8% | +2.4% | -41.2% | -41.3% |
| YTD | -65.5% | +15.5% | -81.0% | -71.0% |
| 1Y | -45.3% | +16.8% | -62.1% | -54.3% |
| 3Y | +44.2% | +75.0% | -30.8% | -28.0% |
| All | +44.2% | +72.5% | -28.4% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling