+136.0%
GOOG vs EVRG
+48.0%
+88.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.0% | -1.2% | -0.7% | -1.8% |
| 3M | -5.9% | -0.6% | -5.2% | -5.9% |
| 6M | +8.9% | +2.4% | +6.5% | +8.1% |
| YTD | +7.1% | +15.5% | -8.3% | +3.7% |
| 1Y | +39.7% | +16.8% | +22.9% | +35.0% |
| 3Y | +145.8% | +75.0% | +70.8% | +113.2% |
| All | +136.0% | +48.0% | +88.0% | +113.4% |
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