+67.6%
EVRG vs FIVE
+14.2%
+53.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.9% | -0.3% | +2.1% | +1.9% |
| 30D | +9.0% | +17.7% | -8.6% | +8.2% |
| 3M | +6.3% | +4.0% | +2.4% | +6.1% |
| 6M | +9.9% | +2.6% | +7.3% | +9.6% |
| YTD | +23.8% | +27.6% | -3.7% | +21.9% |
| 1Y | +19.9% | +59.9% | -40.0% | +16.7% |
| 3Y | +94.3% | +35.8% | +58.5% | +93.7% |
| All | +67.6% | +14.2% | +53.5% | +67.9% |
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