+110.6%
EVRG vs RVTY
+139.0%
-28.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -0.7% | -7.4% | +6.7% | +0.5% |
| 30D | 0.0% | +4.5% | -4.5% | -0.8% |
| 3M | -1.0% | +19.5% | -20.4% | -4.0% |
| 6M | +1.0% | +34.1% | -33.1% | -4.4% |
| YTD | +15.1% | +25.3% | -10.2% | +9.8% |
| 1Y | +17.6% | +47.0% | -29.4% | +8.5% |
| 3Y | +70.5% | +14.1% | +56.3% | +61.2% |
| 5Y | +48.9% | -34.6% | +83.4% | +55.0% |
| All | +110.6% | +139.0% | -28.4% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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