+245.3%
ET vs EVRG
+44.9%
+200.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +0.6% | +0.6% | +0.1% | +0.5% |
| 30D | +5.3% | -0.2% | +5.5% | +5.3% |
| 3M | +15.6% | -0.5% | +16.1% | +15.7% |
| 6M | +20.6% | +0.2% | +20.4% | +20.3% |
| YTD | +38.5% | +14.9% | +23.6% | +32.5% |
| 1Y | +35.7% | +18.2% | +17.5% | +28.5% |
| 3Y | +98.4% | +70.2% | +28.2% | +68.1% |
| 5Y | +245.3% | +45.3% | +199.9% | +205.4% |
| All | +245.3% | +44.9% | +200.4% | +205.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling