+432.5%
EWZ vs EVRG
+1,423.9%
-991.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +6.5% | +1.1% | +5.4% | +5.8% |
| 30D | +4.8% | -1.0% | +5.9% | +5.3% |
| 3M | +9.9% | +0.4% | +9.5% | +9.3% |
| 6M | +1.9% | -0.8% | +2.8% | +1.9% |
| YTD | +20.3% | +15.3% | +5.0% | +10.3% |
| 1Y | +35.6% | +17.9% | +17.7% | +22.6% |
| 3Y | +43.4% | +71.9% | -28.5% | +3.3% |
| 5Y | +55.9% | +45.3% | +10.7% | +20.9% |
| 10Y | +84.2% | +113.1% | -28.9% | +9.5% |
| All | +432.5% | +1,423.9% | -991.4% | +51.8% |
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 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