+755.6%
GOOGL vs EVRG
+113.9%
+641.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | -5.3% | -0.6% | -4.7% | -5.4% |
| 6M | +9.8% | +2.4% | +7.4% | +8.6% |
| YTD | +8.4% | +15.5% | -7.1% | +3.3% |
| 1Y | +41.2% | +16.8% | +24.4% | +34.2% |
| 3Y | +149.6% | +75.0% | +74.6% | +106.0% |
| 5Y | +142.6% | +49.3% | +93.2% | +109.7% |
| All | +755.6% | +113.9% | +641.6% | +569.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling