+46.7%
EVRG vs ESTC
-47.2%
+93.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.9% |
| 7D | +0.9% | -4.3% | +5.2% | +0.9% |
| 30D | -0.5% | +17.7% | -18.3% | -0.7% |
| 3M | +1.5% | +42.3% | -40.8% | +1.3% |
| 6M | +1.2% | +64.6% | -63.4% | +0.8% |
| YTD | +16.3% | +17.2% | -0.9% | +16.4% |
| 1Y | +20.3% | -4.2% | +24.5% | +20.7% |
| 3Y | +72.3% | +13.5% | +58.8% | +70.4% |
| 5Y | +46.7% | -45.5% | +92.2% | +40.1% |
| All | +46.7% | -47.2% | +93.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling