+91.7%
F vs EVRG
+114.4%
-22.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.6% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | +1.2% | -0.5% | +1.8% | +1.4% |
| 3M | -5.7% | +1.5% | -7.2% | -6.6% |
| 6M | +17.9% | +1.2% | +16.8% | +16.7% |
| YTD | +10.4% | +16.3% | -5.9% | +2.6% |
| 1Y | +25.3% | +20.3% | +5.1% | +14.6% |
| 3Y | +37.5% | +72.3% | -34.9% | +6.0% |
| 5Y | +46.5% | +46.7% | -0.2% | +20.7% |
| All | +91.7% | +114.4% | -22.7% | +36.2% |
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