+8.1%
EWZ vs EVRG
+15.1%
-7.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -4.1% | +2.3% | -6.4% | -4.4% |
| 30D | -25.0% | +9.0% | -34.0% | -26.0% |
| 3M | -10.6% | +3.7% | -14.3% | -11.2% |
| 6M | -16.6% | +6.8% | -23.4% | -17.7% |
| YTD | +2.5% | +21.9% | -19.5% | -3.0% |
| 1Y | +8.1% | +15.8% | -7.7% | +4.0% |
| All | +8.1% | +15.1% | -7.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling