+512.3%
F vs EVRG
+2,240.5%
-1,728.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -0.6% | +1.7% | -2.3% | -1.3% |
| 30D | +2.9% | +8.7% | -5.8% | -0.6% |
| 3M | -9.5% | +6.4% | -15.9% | -11.8% |
| 6M | +4.0% | +9.4% | -5.4% | -0.2% |
| YTD | -1.3% | +24.5% | -25.7% | -10.4% |
| 1Y | -1.9% | +20.5% | -22.4% | -9.8% |
| 3Y | +53.5% | +101.6% | -48.1% | +13.0% |
| 5Y | -15.1% | +67.5% | -82.6% | -32.8% |
| 10Y | +81.0% | +122.3% | -41.3% | +22.5% |
| All | +512.3% | +2,240.5% | -1,728.2% | +52.3% |
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