+9,411.2%
INTC vs EVRG
+2,261.5%
+7,149.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +6.0% | +1.4% | +4.6% | +5.4% |
| 30D | -39.2% | +7.4% | -46.6% | -41.1% |
| 3M | -42.9% | +7.2% | -50.2% | -44.7% |
| 6M | -50.4% | +9.5% | -59.9% | -52.5% |
| YTD | +61.7% | +25.6% | +36.1% | +46.0% |
| 1Y | +66.1% | +20.4% | +45.8% | +52.5% |
| 3Y | +58.1% | +108.8% | -50.7% | +15.9% |
| 5Y | +27.9% | +68.0% | -40.1% | +1.1% |
| 10Y | +111.1% | +124.6% | -13.5% | +44.6% |
| All | +9,411.2% | +2,261.5% | +7,149.7% | +2,773.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling