+632.4%
GEV vs EVRG
+74.8%
+557.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -7.9% | -1.2% | -6.7% | -7.9% |
| 3M | +5.6% | -0.6% | +6.2% | +5.3% |
| 6M | +13.1% | +2.4% | +10.6% | +12.3% |
| YTD | +46.7% | +15.5% | +31.3% | +42.7% |
| 1Y | +51.3% | +16.8% | +34.5% | +46.6% |
| All | +632.4% | +74.8% | +557.6% | +547.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling