+46.0%
F vs EVRG
+104.1%
-58.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | 0.0% | +7.4% | -7.4% | -2.1% |
| 3M | -13.2% | +7.2% | -20.4% | -15.1% |
| 6M | -10.2% | +9.5% | -19.7% | -13.0% |
| YTD | -4.9% | +25.6% | -30.5% | -13.0% |
| 1Y | -6.1% | +20.4% | -26.4% | -12.6% |
| 3Y | +46.0% | +108.8% | -62.8% | +3.5% |
| All | +46.0% | +104.1% | -58.1% | +3.5% |
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 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