+78.9%
INFY vs EVRG
+113.9%
-35.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -9.9% | -1.2% | -8.6% | -9.6% |
| 3M | -4.6% | -0.6% | -4.0% | -4.4% |
| 6M | -18.5% | +2.4% | -20.9% | -19.3% |
| YTD | -36.5% | +15.5% | -52.0% | -39.5% |
| 1Y | -32.8% | +16.8% | -49.6% | -36.2% |
| 3Y | -32.2% | +75.0% | -107.2% | -44.2% |
| 5Y | -44.7% | +49.3% | -94.0% | -52.6% |
| All | +78.9% | +113.9% | -35.1% | +35.5% |
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