+85.6%
ES vs EVRG
+122.0%
-36.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.9% |
| 7D | -0.1% | +1.7% | -1.8% | -1.4% |
| 30D | +5.7% | +8.7% | -3.0% | -0.9% |
| 3M | -2.8% | +6.4% | -9.2% | -7.4% |
| 6M | +7.0% | +9.4% | -2.4% | -0.2% |
| YTD | +6.8% | +24.5% | -17.7% | -10.0% |
| 1Y | -0.5% | +20.5% | -20.9% | -13.9% |
| 3Y | +47.2% | +101.6% | -54.4% | -14.3% |
| 5Y | +2.3% | +67.5% | -65.2% | -31.4% |
| 10Y | +85.6% | +122.3% | -36.7% | -2.8% |
| All | +85.6% | +122.0% | -36.3% | -2.8% |
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