+4,368.6%
ETR vs EVRG
+2,087.5%
+2,281.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | +1.9% | -0.5% | +2.4% | +2.2% |
| 3M | +1.0% | +1.5% | -0.5% | +0.2% |
| 6M | +4.8% | +1.2% | +3.7% | +4.4% |
| YTD | +19.5% | +16.3% | +3.2% | +10.3% |
| 1Y | +28.1% | +20.3% | +7.8% | +16.1% |
| 3Y | +151.1% | +72.3% | +78.8% | +87.8% |
| 5Y | +125.2% | +46.7% | +78.5% | +84.1% |
| 10Y | +291.1% | +113.8% | +177.3% | +165.0% |
| All | +4,368.6% | +2,087.5% | +2,281.1% | +1,194.4% |
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