+92.6%
EWZ vs EVRG
+111.7%
-19.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -0.1% | +0.6% | -0.6% | -0.3% |
| 30D | +8.2% | -0.2% | +8.4% | +8.2% |
| 3M | +13.3% | -0.5% | +13.8% | +13.3% |
| 6M | +3.6% | +0.2% | +3.4% | +3.0% |
| YTD | +21.0% | +14.9% | +6.1% | +12.5% |
| 1Y | +34.7% | +18.2% | +16.4% | +23.4% |
| 3Y | +48.3% | +70.2% | -21.9% | +12.1% |
| 5Y | +60.1% | +45.3% | +14.7% | +29.1% |
| 10Y | +92.6% | +112.4% | -19.9% | +37.5% |
| All | +92.6% | +111.7% | -19.2% | +37.5% |
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