+1,250.3%
EWY vs EVRG
+1,543.6%
-293.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +17.0% | -0.2% | +17.2% | +17.0% |
| 3M | +3.7% | -0.5% | +4.1% | +3.3% |
| 6M | +42.5% | +0.2% | +42.3% | +40.8% |
| YTD | +96.2% | +14.9% | +81.3% | +81.6% |
| 1Y | +160.4% | +18.2% | +142.1% | +137.2% |
| 3Y | +231.7% | +70.2% | +161.5% | +149.8% |
| 5Y | +153.3% | +45.3% | +107.9% | +101.9% |
| 10Y | +308.8% | +112.4% | +196.4% | +148.4% |
| All | +1,250.3% | +1,543.6% | -293.3% | +200.6% |
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 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