+615.0%
F vs EVRG
+2,068.9%
-1,453.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | +5.3% | +1.1% | +4.2% | +4.8% |
| 30D | +4.6% | -1.0% | +5.6% | +4.9% |
| 3M | -3.7% | +0.4% | -4.1% | -4.1% |
| 6M | +16.8% | -0.8% | +17.7% | +16.6% |
| YTD | +15.3% | +15.3% | 0.0% | +8.0% |
| 1Y | +31.0% | +17.9% | +13.1% | +21.4% |
| 3Y | +45.4% | +71.9% | -26.5% | +14.3% |
| 5Y | +54.7% | +45.3% | +9.4% | +29.7% |
| 10Y | +98.2% | +113.1% | -14.8% | +36.5% |
| All | +615.0% | +2,068.9% | -1,453.9% | +83.5% |
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 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