+152.2%
EWJ vs EVRG
+1,085.0%
-932.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +7.2% | -0.5% | +7.7% | +7.2% |
| 6M | +13.9% | +0.2% | +13.7% | +13.4% |
| YTD | +20.8% | +14.9% | +5.9% | +15.4% |
| 1Y | +26.4% | +18.2% | +8.2% | +19.6% |
| 3Y | +71.8% | +70.2% | +1.6% | +44.5% |
| 5Y | +49.9% | +45.3% | +4.5% | +30.8% |
| 10Y | +140.0% | +112.4% | +27.6% | +78.3% |
| All | +152.2% | +1,085.0% | -932.7% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling