+297.3%
ESI vs EVRG
+113.9%
+183.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -10.5% | -1.2% | -9.3% | -10.1% |
| 3M | -19.8% | -0.6% | -19.2% | -19.8% |
| 6M | +5.8% | +2.4% | +3.4% | +4.2% |
| YTD | +38.3% | +15.5% | +22.8% | +29.4% |
| 1Y | +31.5% | +16.8% | +14.7% | +22.3% |
| 3Y | +80.7% | +75.0% | +5.7% | +40.5% |
| 5Y | +69.4% | +49.3% | +20.1% | +39.7% |
| All | +297.3% | +113.9% | +183.4% | +182.2% |
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