-60.4%
EOSE vs EVRG
+83.7%
-144.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.0% | -3.9% |
| 7D | +14.0% | -0.7% | +14.7% | +14.4% |
| 30D | -5.9% | 0.0% | -5.9% | -6.2% |
| 3M | -34.3% | -1.0% | -33.3% | -34.6% |
| 6M | -37.8% | +1.0% | -38.7% | -38.9% |
| YTD | -65.2% | +15.1% | -80.3% | -68.4% |
| 1Y | -41.9% | +17.6% | -59.5% | -47.8% |
| 3Y | +44.6% | +70.5% | -25.9% | +7.7% |
| 5Y | -69.2% | +48.9% | -118.1% | -76.6% |
| All | -60.4% | +83.7% | -144.1% | -60.8% |
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