+3,033.3%
EQT vs EVRG
+2,064.1%
+969.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | +4.8% | -1.0% | +5.7% | +5.1% |
| 6M | -10.6% | +1.0% | -11.6% | -11.2% |
| YTD | +3.4% | +15.1% | -11.6% | -2.5% |
| 1Y | +8.7% | +17.6% | -8.9% | +1.7% |
| 3Y | +35.0% | +70.5% | -35.5% | +8.6% |
| 5Y | +204.2% | +48.9% | +155.4% | +157.3% |
| 10Y | +52.5% | +112.8% | -60.3% | +5.4% |
| All | +3,033.3% | +2,064.1% | +969.2% | +1,184.5% |
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