+68.8%
EWJ vs EVRG
+72.0%
-3.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | +8.6% | -1.0% | +9.5% | +8.6% |
| 6M | +12.1% | +1.0% | +11.2% | +11.5% |
| YTD | +20.1% | +15.1% | +5.0% | +16.0% |
| 1Y | +25.2% | +17.6% | +7.6% | +20.3% |
| All | +68.8% | +72.0% | -3.1% | +47.6% |
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