+111.3%
EVRG vs DVA
+187.8%
-76.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -1.2% | 0.0% | -1.2% | -1.3% |
| 3M | -0.6% | -10.9% | +10.3% | +0.7% |
| 6M | +2.4% | +17.3% | -14.8% | -1.2% |
| YTD | +15.5% | +59.8% | -44.3% | +5.2% |
| 1Y | +16.8% | +36.3% | -19.4% | +9.2% |
| 3Y | +75.0% | +88.6% | -13.6% | +51.3% |
| 5Y | +49.3% | +47.5% | +1.8% | +32.8% |
| All | +111.3% | +187.8% | -76.5% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling