+337.1%
IR vs EVRG
+140.1%
+197.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +4.2% | +1.0% | +3.2% | +3.9% |
| 30D | +8.1% | +7.5% | +0.6% | +5.2% |
| 3M | +0.7% | +6.8% | -6.2% | -1.8% |
| 6M | +16.6% | +7.7% | +8.8% | +13.3% |
| YTD | +7.8% | +24.9% | -17.1% | -0.8% |
| 1Y | +9.9% | +18.1% | -8.2% | +3.2% |
| 3Y | +25.2% | +101.9% | -76.7% | -4.6% |
| 5Y | +46.8% | +67.0% | -20.2% | +19.7% |
| All | +337.1% | +140.1% | +197.0% | +253.4% |
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 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