+1,458.7%
ET vs EVRG
+852.2%
+606.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | +7.5% | -1.0% | +8.5% | +7.9% |
| 3M | +11.4% | +0.4% | +11.0% | +11.1% |
| 6M | +18.5% | -0.8% | +19.4% | +18.6% |
| YTD | +37.4% | +15.3% | +22.0% | +29.1% |
| 1Y | +30.9% | +17.9% | +13.0% | +21.7% |
| 3Y | +98.7% | +71.9% | +26.8% | +56.7% |
| 5Y | +230.7% | +45.3% | +185.5% | +175.9% |
| 10Y | +175.6% | +113.1% | +62.5% | +81.4% |
| All | +1,458.7% | +852.2% | +606.5% | +387.6% |
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