+238.8%
EQX vs EVRG
+92.8%
+146.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +7.8% | -1.2% | +9.0% | +8.0% |
| 3M | +21.3% | -0.6% | +22.0% | +21.3% |
| 6M | -22.4% | +2.4% | -24.9% | -23.0% |
| YTD | -11.3% | +15.5% | -26.8% | -14.4% |
| 1Y | +13.5% | +16.8% | -3.3% | +9.2% |
| 3Y | +162.1% | +75.0% | +87.1% | +130.5% |
| 5Y | +84.2% | +49.3% | +34.9% | +66.4% |
| All | +238.8% | +92.8% | +146.0% | +290.8% |
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 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