+13,503.3%
GOOGL vs EVRG
+905.4%
+12,597.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +1.1% | +0.9% | +0.2% | +0.7% |
| 30D | -4.4% | -0.5% | -3.9% | -4.3% |
| 3M | -6.8% | +1.5% | -8.3% | -7.6% |
| 6M | +13.6% | +1.2% | +12.4% | +12.5% |
| YTD | +8.3% | +16.3% | -8.0% | +1.3% |
| 1Y | +44.9% | +20.3% | +24.7% | +33.7% |
| 3Y | +150.5% | +72.3% | +78.2% | +95.8% |
| 5Y | +137.7% | +46.7% | +91.0% | +96.6% |
| 10Y | +750.9% | +113.8% | +637.1% | +461.2% |
| All | +13,503.3% | +905.4% | +12,597.9% | +3,987.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling