+226.4%
ESI vs EVRG
+319.9%
-93.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +5.4% | +0.9% | +4.5% | +5.0% |
| 30D | -4.2% | -0.5% | -3.6% | -4.0% |
| 3M | -9.6% | +1.5% | -11.1% | -10.3% |
| 6M | +18.3% | +1.2% | +17.2% | +17.2% |
| YTD | +45.8% | +16.3% | +29.5% | +36.7% |
| 1Y | +39.2% | +20.3% | +18.9% | +28.5% |
| 3Y | +86.3% | +72.3% | +14.0% | +48.2% |
| 5Y | +76.2% | +46.7% | +29.5% | +48.1% |
| 10Y | +306.8% | +113.8% | +193.0% | +203.1% |
| All | +226.4% | +319.9% | -93.4% | +125.1% |
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