+61.0%
EW vs EVRG
+103.3%
-42.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +9.3% | +3.5% | +5.8% | +8.6% |
| 30D | +22.1% | +9.2% | +12.8% | +20.2% |
| 3M | +13.0% | +8.6% | +4.4% | +11.4% |
| 6M | +30.1% | +10.0% | +20.1% | +27.9% |
| YTD | +22.0% | +25.1% | -3.1% | +16.4% |
| 1Y | +23.7% | +19.5% | +4.2% | +19.2% |
| All | +61.0% | +103.3% | -42.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 3y: compounded portfolio wealth divided by compounded EVRG 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…
3y analysis · Full analysis span regression · 6 months rolling