+111.3%
EVRG vs NTRS
+259.9%
-148.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -1.2% | -0.7% | -0.6% | -1.1% |
| 3M | -0.6% | +11.3% | -11.9% | -3.6% |
| 6M | +2.4% | +35.5% | -33.1% | -6.0% |
| YTD | +15.5% | +40.6% | -25.1% | +4.4% |
| 1Y | +16.8% | +49.2% | -32.4% | +3.7% |
| 3Y | +75.0% | +167.2% | -92.2% | +28.4% |
| 5Y | +49.3% | +94.9% | -45.6% | +17.3% |
| All | +111.3% | +259.9% | -148.7% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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