-69.6%
EOSE vs EVRG
+48.0%
-117.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | -36.3% | -0.6% | -35.7% | -36.9% |
| 6M | -38.8% | +2.4% | -41.2% | -41.4% |
| YTD | -65.5% | +15.5% | -81.0% | -70.7% |
| 1Y | -45.3% | +16.8% | -62.1% | -53.8% |
| 3Y | +44.2% | +75.0% | -30.8% | -15.1% |
| All | -69.6% | +48.0% | -117.6% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling