+45.4%
EVRG vs FIVE
+37.7%
+7.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -0.7% |
| 7D | +1.1% | +4.3% | -3.2% | +0.9% |
| 30D | -1.0% | +12.5% | -13.5% | -1.5% |
| 3M | +0.4% | +31.2% | -30.8% | -0.8% |
| 6M | -0.8% | +14.4% | -15.2% | -1.6% |
| YTD | +15.3% | +33.9% | -18.6% | +13.4% |
| 1Y | +17.9% | +65.1% | -47.2% | +14.6% |
| 3Y | +71.9% | +49.0% | +23.0% | +70.1% |
| All | +45.4% | +37.7% | +7.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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