+22.1%
EWZ vs EVRG
+100.3%
-78.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +1.4% | +1.7% | -0.3% | +1.0% |
| 30D | -25.1% | +8.7% | -33.8% | -26.7% |
| 3M | -7.7% | +6.4% | -14.1% | -9.3% |
| 6M | -15.8% | +9.4% | -25.2% | -18.1% |
| YTD | +3.6% | +24.5% | -20.8% | -3.2% |
| 1Y | +5.5% | +20.5% | -15.0% | -0.4% |
| 3Y | +22.1% | +101.6% | -79.5% | -7.8% |
| All | +22.1% | +100.3% | -78.2% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling