+173.8%
ET vs EVRG
+113.9%
+59.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +2.9% | -1.2% | +4.1% | +3.2% |
| 3M | +16.8% | -0.6% | +17.4% | +16.9% |
| 6M | +18.9% | +2.4% | +16.4% | +17.9% |
| YTD | +37.7% | +15.5% | +22.2% | +32.1% |
| 1Y | +32.4% | +16.8% | +15.6% | +26.5% |
| 3Y | +99.5% | +75.0% | +24.5% | +70.2% |
| 5Y | +244.0% | +49.3% | +194.6% | +204.2% |
| All | +173.8% | +113.9% | +59.8% | +123.5% |
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