+724.3%
EVRG vs EFV
+256.4%
+468.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.2% |
| 7D | +0.9% | +1.0% | -0.1% | +0.4% |
| 30D | -0.5% | +0.2% | -0.7% | -0.6% |
| 3M | +1.5% | +9.6% | -8.1% | -3.2% |
| 6M | +1.2% | +14.0% | -12.9% | -5.7% |
| YTD | +16.3% | +18.5% | -2.1% | +6.2% |
| 1Y | +20.3% | +27.9% | -7.6% | +5.5% |
| 3Y | +72.3% | +92.4% | -20.1% | +21.8% |
| 5Y | +46.7% | +97.2% | -50.5% | +1.3% |
| 10Y | +113.8% | +163.0% | -49.2% | +24.0% |
| All | +724.3% | +256.4% | +468.0% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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