-27.0%
ETHA vs EVRG
+60.7%
-87.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +35.3% | -1.2% | +36.5% | +35.3% |
| 3M | +50.9% | -0.6% | +51.5% | +50.5% |
| 6M | +22.1% | +2.4% | +19.7% | +21.1% |
| YTD | -14.6% | +15.5% | -30.0% | -17.7% |
| 1Y | -42.8% | +16.8% | -59.6% | -44.5% |
| All | -27.0% | +60.7% | -87.6% | -49.8% |
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