+58.3%
EWZ vs EVRG
+68.4%
-10.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | -25.1% | +8.7% | -33.8% | -27.1% |
| 3M | -7.7% | +6.4% | -14.1% | -9.7% |
| 6M | -15.8% | +9.4% | -25.2% | -18.5% |
| YTD | +3.6% | +24.5% | -20.8% | -4.2% |
| 1Y | +5.5% | +20.5% | -15.0% | -1.4% |
| 3Y | +22.1% | +101.6% | -79.5% | -6.8% |
| 5Y | +58.3% | +67.5% | -9.1% | +33.5% |
| All | +58.3% | +68.4% | -10.1% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling