+352.2%
EWZ vs EVRG
+1,552.9%
-1,200.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +1.3% | +3.5% | -2.2% | -0.6% |
| 30D | -26.2% | +9.2% | -35.4% | -29.8% |
| 3M | -8.6% | +8.6% | -17.3% | -12.9% |
| 6M | -17.0% | +10.0% | -27.0% | -21.7% |
| YTD | +2.2% | +25.1% | -22.9% | -10.5% |
| 1Y | +2.7% | +19.5% | -16.9% | -7.8% |
| 3Y | +18.2% | +102.3% | -84.1% | -22.2% |
| 5Y | +56.0% | +66.8% | -10.8% | +12.1% |
| 10Y | +60.8% | +125.0% | -64.2% | -7.3% |
| All | +352.2% | +1,552.9% | -1,200.6% | +23.1% |
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