+252.1%
INTC vs EVRG
+113.9%
+138.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | +2.0% | -1.2% | +3.2% | +2.4% |
| 3M | -12.0% | -0.6% | -11.4% | -12.1% |
| 6M | +114.5% | +2.4% | +112.1% | +110.8% |
| YTD | +179.0% | +15.5% | +163.5% | +159.7% |
| 1Y | +318.3% | +16.8% | +301.5% | +286.4% |
| 3Y | +171.2% | +75.0% | +96.2% | +107.8% |
| 5Y | +107.6% | +49.3% | +58.2% | +69.1% |
| All | +252.1% | +113.9% | +138.2% | +151.8% |
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