+2,864.0%
GE vs EVRG
+2,087.5%
+776.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | -9.5% | -0.5% | -9.0% | -9.4% |
| 3M | +4.1% | +1.5% | +2.6% | +3.3% |
| 6M | +3.9% | +1.2% | +2.8% | +3.2% |
| YTD | +9.0% | +16.3% | -7.3% | +2.3% |
| 1Y | +21.9% | +20.3% | +1.7% | +12.8% |
| 3Y | +281.8% | +72.3% | +209.5% | +202.6% |
| 5Y | +436.7% | +46.7% | +390.0% | +349.4% |
| 10Y | +151.5% | +113.8% | +37.7% | +77.4% |
| All | +2,864.0% | +2,087.5% | +776.4% | +838.7% |
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