+138.6%
ETSY vs EVRG
+221.4%
-82.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -12.7% | -0.7% | -12.0% | -12.5% |
| 30D | -9.9% | 0.0% | -9.9% | -10.0% |
| 3M | +4.2% | -1.0% | +5.1% | +4.5% |
| 6M | +34.2% | +1.0% | +33.2% | +33.3% |
| YTD | +29.1% | +15.1% | +14.0% | +23.0% |
| 1Y | +23.8% | +17.6% | +6.2% | +17.1% |
| 3Y | +6.6% | +70.5% | -63.8% | -10.8% |
| 5Y | -67.0% | +48.9% | -115.9% | -71.5% |
| 10Y | +424.9% | +112.8% | +312.1% | +297.1% |
| All | +138.6% | +221.4% | -82.8% | +52.5% |
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