-28.7%
ETHA vs EVRG
+61.9%
-90.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +2.7% | +0.9% | +1.8% | +2.6% |
| 30D | +29.4% | -0.5% | +29.9% | +29.3% |
| 3M | +47.2% | +1.5% | +45.7% | +46.4% |
| 6M | +25.4% | +1.2% | +24.2% | +24.8% |
| YTD | -16.5% | +16.3% | -32.9% | -19.6% |
| 1Y | -42.3% | +20.3% | -62.6% | -44.3% |
| All | -28.7% | +61.9% | -90.5% | -51.0% |
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 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