+149.4%
EWT vs EVRG
+48.0%
+101.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +4.5% | -1.2% | +5.7% | +4.6% |
| 3M | +8.3% | -0.6% | +8.9% | +8.2% |
| 6M | +54.2% | +2.4% | +51.8% | +53.3% |
| YTD | +74.6% | +15.5% | +59.1% | +70.1% |
| 1Y | +84.9% | +16.8% | +68.1% | +79.7% |
| 3Y | +197.5% | +75.0% | +122.5% | +169.0% |
| All | +149.4% | +48.0% | +101.4% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling