+303.5%
EWY vs EVRG
+113.9%
+189.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | -1.2% | +8.5% | +7.6% |
| 3M | -5.1% | -0.6% | -4.5% | -5.3% |
| 6M | +42.1% | +2.4% | +39.6% | +40.0% |
| YTD | +94.1% | +15.5% | +78.7% | +84.0% |
| 1Y | +147.8% | +16.8% | +131.0% | +133.8% |
| 3Y | +222.9% | +75.0% | +147.9% | +164.9% |
| 5Y | +150.6% | +49.3% | +101.3% | +114.4% |
| All | +303.5% | +113.9% | +189.6% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling