+508.4%
F vs EVRG
+2,228.5%
-1,720.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.6% | +1.9% | -0.3% | +0.8% |
| 30D | +2.6% | +9.0% | -6.4% | -1.0% |
| 3M | -8.8% | +6.3% | -15.1% | -11.2% |
| 6M | +4.6% | +9.9% | -5.3% | +0.2% |
| YTD | -1.9% | +23.8% | -25.7% | -10.8% |
| 1Y | -0.8% | +19.9% | -20.7% | -8.6% |
| 3Y | +43.5% | +94.3% | -50.8% | +7.3% |
| 5Y | -12.1% | +64.6% | -76.7% | -29.9% |
| 10Y | +83.6% | +121.7% | -38.1% | +24.4% |
| All | +508.4% | +2,228.5% | -1,720.1% | +51.6% |
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