+210.6%
ET vs EVRG
+66.7%
+143.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | -2.5% | +7.4% | -9.8% | -4.6% |
| 3M | -4.9% | +7.2% | -12.1% | -6.9% |
| 6M | -0.1% | +9.5% | -9.6% | -2.9% |
| YTD | +26.2% | +25.6% | +0.6% | +17.3% |
| 1Y | +25.2% | +20.4% | +4.8% | +17.8% |
| 3Y | +84.2% | +108.8% | -24.6% | +45.7% |
| All | +210.6% | +66.7% | +143.9% | +170.0% |
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 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