+156.3%
ETR vs EVRG
+104.1%
+52.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.6% |
| 7D | +1.2% | +1.4% | -0.3% | -0.1% |
| 30D | +7.0% | +7.4% | -0.4% | +0.4% |
| 3M | +4.6% | +7.2% | -2.6% | -1.8% |
| 6M | +0.1% | +9.5% | -9.3% | -7.6% |
| YTD | +23.2% | +25.6% | -2.4% | +0.8% |
| 1Y | +20.6% | +20.4% | +0.2% | +2.4% |
| 3Y | +156.3% | +108.8% | +47.5% | +40.9% |
| All | +156.3% | +104.1% | +52.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling