+1,235.9%
ES vs EVRG
+2,228.5%
-992.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +1.9% | +1.9% | 0.0% | +0.9% |
| 30D | +7.1% | +9.0% | -2.0% | +2.3% |
| 3M | -1.9% | +6.3% | -8.3% | -5.0% |
| 6M | +4.4% | +9.9% | -5.6% | -0.6% |
| YTD | +7.3% | +23.8% | -16.5% | -4.0% |
| 1Y | +2.1% | +19.9% | -17.8% | -7.0% |
| 3Y | +41.8% | +94.3% | -52.4% | +0.9% |
| 5Y | +1.4% | +64.6% | -63.2% | -20.9% |
| 10Y | +86.8% | +121.7% | -35.0% | +26.0% |
| All | +1,235.9% | +2,228.5% | -992.6% | +278.0% |
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