+97.3%
ES vs EVRG
+124.6%
-27.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +2.7% | +1.4% | +1.3% | +1.6% |
| 30D | +7.6% | +7.4% | +0.2% | +1.8% |
| 3M | +0.5% | +7.2% | -6.7% | -4.8% |
| 6M | +7.6% | +9.5% | -1.9% | +0.3% |
| YTD | +10.2% | +25.6% | -15.4% | -7.7% |
| 1Y | +1.8% | +20.4% | -18.5% | -11.8% |
| 3Y | +55.4% | +108.8% | -53.4% | -11.9% |
| 5Y | +7.3% | +68.0% | -60.6% | -28.2% |
| All | +97.3% | +124.6% | -27.3% | +2.6% |
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 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