+233.0%
EQIX vs EVRG
+1,292.6%
-1,059.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | -0.9% | -1.0% | 0.0% | -0.5% |
| 6M | +8.1% | +1.0% | +7.2% | +7.2% |
| YTD | +35.7% | +15.1% | +20.6% | +25.4% |
| 1Y | +34.0% | +17.6% | +16.4% | +22.3% |
| 3Y | +41.4% | +70.5% | -29.0% | +5.1% |
| 5Y | +34.0% | +48.9% | -14.9% | +6.6% |
| 10Y | +242.4% | +112.8% | +129.6% | +114.0% |
| All | +233.0% | +1,292.6% | -1,059.5% | -17.6% |
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