+244.0%
EQIX vs EVRG
+113.9%
+130.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -2.5% | -1.2% | -1.3% | -1.9% |
| 3M | 0.0% | -0.6% | +0.6% | +0.2% |
| 6M | +7.6% | +2.4% | +5.2% | +6.0% |
| YTD | +37.5% | +15.5% | +22.1% | +27.1% |
| 1Y | +32.9% | +16.8% | +16.1% | +22.0% |
| 3Y | +42.8% | +75.0% | -32.3% | +5.4% |
| 5Y | +35.8% | +49.3% | -13.5% | +8.5% |
| All | +244.0% | +113.9% | +130.0% | +120.3% |
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