+295.6%
EVRG vs USFR
+27.5%
+268.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -1.0% | +0.3% | -1.3% | -1.1% |
| 3M | +0.4% | +1.0% | -0.6% | +0.2% |
| 6M | -0.8% | +1.9% | -2.8% | -1.3% |
| YTD | +15.3% | +2.6% | +12.7% | +14.6% |
| 1Y | +17.9% | +4.0% | +13.9% | +16.7% |
| 3Y | +71.9% | +14.1% | +57.8% | +66.8% |
| 5Y | +45.3% | +20.4% | +24.8% | +39.1% |
| 10Y | +113.1% | +28.0% | +85.1% | +102.4% |
| All | +295.6% | +27.5% | +268.0% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling